To get to Monza from Milan's airports, 

the fastest option is typically taking a train, which can involve a connection in Milan. From Malpensa Airport (MXP), you can take a train to Milan Porta Garibaldi station and then a suburban line to Monza. Buses are also available from Malpensa Airport, but they are subject to traffic delays. From Linate (LIN) or Orio al Serio (BGY), you can take a bus or shuttle to Milan Centrale or Porta Garibaldi station before connecting to the train for Monza. Linate has also a MM station stop.