Thanks for writing to CiaoMilano :-)
The ancient Dalmatian town of Spalato - or, to name it the current Croatian way, Split - does not enjoy any easy train connections with Milan. We personally happened to reach Spalato by ship, sailing from Ancona.
You can sail from Spalato to Ancona thanks to fast ferries operated by Snav (sailing time is about five hours) or ships operated by Jadrolinija (about ten hours), among others.
A train ride from Ancona to Milano takes around four hours, often four hours and a quarter. Timetables and fares can be found at the Trenitalia website from the CiaoMilano Railways webpage.
As for left luggage in Milan, the answer is yes. The Stazione Centrale in Milan does run a left luggage service.
The left luggage premises are located inside the Stazione Centrale building, on the side along Piazza Luigi di Savoia. They are open every day 6am-12pm.
As for fares, you're supposed to pay Euro 4 for the first five hours, Euro 0.6 for each additional hour up to twelve hours, and Euro 0.2 for each additional hour after the twelfth.