There are buses from Boston to Foxwoods. I think some of them leave from South Station. They're very inexpensive, and with the food and casino coupons they usually give you it can end up being essentially free.
There are also buses from Foxwoods to New York.
The Foxwoods buses are not regularly scheduled transport (such as Greyhound) but rather small independent companies running a feeder system for the casino.
From NY to Milwaukee you need to fly. Compared to the rest of the world, the cross-country rail system in the US is slow and unreliable. It could take anywhere from 18 hours to two days to make the trip, and there isn't any good scenery. Ditto for the bus. You can fly it direct in around 2 hours. You could use the time you save to go down to Chicago and do some sightseeing. Chicago is about a 2 hour bus ride from Milwaukee. Or you could fly into Chicago (cheaper and more frequent schedule) and take the train or bus to Milwaukee from there.
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