Is this the direct train?
'Diretto' — di-RET-to. Double 't' gives a crisp stop; stress on the second syllable.
Ask when you want a non-stop connection, especially at interchange stations where some trains skip stops. More common on suburban rail than metro, but still useful.
'Diretto' as an adjective means direct or non-stop. In Italian transport it can also be a noun: 'Il diretto' (the direct train). The opposite is 'con fermate intermedie' (with intermediate stops) or 'omnibus' (local stopping service).
Questo treno si ferma a tutte le fermate?
Does this train stop at every stop?
Asks whether it's a local service.
C'è un espresso?
Is there an express?
Asks for a faster skip-stop service.
Salta qualche fermata?
Does it skip any stops?
Direct question about whether stops are omitted.
On Milan's suburban rail network (Passante Ferroviario) that runs under the city, some services are express and skip minor stops. Checking the destination board showing intermediate stops prevents boarding the wrong service.