The safest bet to buy the tickets is to buy them from listicket.it. They release them on Monday before the match.
Where to go there? What do you mean? Go to the stadium, Juve Store at Garibaldi, take a walk at Via Roma and the Piazzi, enjoy the Piemontese food and wines...it depends on what do you want to do simply.
To go from Turin to Milano or the other way around is the simplest thing ever. You go to the central station, go to any machine (they all have english), purchace a ticket, go to the board, read what binario the train will stop at, take the train and you're there.