You can buy international tickets at Termini station in Rome, or at any Italian travel agent, if that's what you prefer.There are usually very good discounts for advance purchase on all the railways involved, but you may be too late to get any. The best discounts require one month's advance purchase (except for the train from Venice to Milan), but there are smaller discounts available for two weeks' advance purchase.
To go to Zurich, you need to change trains in Milan. The trip takes 6 1/2 to 7 hours. You can buy the tickets for the entire itinerary on the Italian rail site. I prefer to use http://www.trenitalia.com/homepage_en.html because it doesn't require that you know the Italian name of the exact train station you want, and, for international tickets, the site mentioned by Nick usually sends you there anyway.
As Nick said, you can buy the ticket for Zurich to Paris on the www.tgv.fr web site, but you can also buy it on the Swiss site, which I find a little friendlier:
The trip from Zurich to Paris takes about four hours.
However, if you prefer to buy the tickets when you arrive in Italy, as I said before, you can do so at the station or at a travel agent. You can even get the tickets from Venice to Zurich in a ticket machine, but you'd need to go to the window or to a travel agent for the ticket to Paris. I believe there's an international ticket window or office in Rome's Termini station; at least there used to be one.