those are the venues, according to the official bid (there's always the chance that something would be changed in 7 years, though)...
OPENING – San Siro Stadium, Milan (Lombardy)
CLOSING – Arena di Verona (Veneto)
ALPINE SKIING (MEN) – Bormio (Sondrio province, Lombardy)
ALPINE SKIING (WOMEN) – Cortina d’Ampezzo (Belluno province, Veneto)
CROSS-COUNTRY SKIING/NORDIC COMBINED (CROSS-COUNTRY SKIING ONLY) – Val di Fiemme (Trento province, Trentino-South Tyrol)
BIATHLON – Antholz/Anterselva (Bozen province, Trentino-South Tyrol)
BOBLEIGH/LUGE/SKELETON – Cortina d’Ampezzo (Belluno province, Veneto)
ICE HOCKEY (MEN) – Milan (Lombardy)*
ICE HOCKEY (WOMEN) – Milan (Lombardy)
FIGURE SKATING – Milan (Lombardy)
SHORT TRACK SPEEDSKATING – Milan (Lombardy)
SNOWBOARD – Livigno (Sondrio province, Lombardy)
FREESTYLE SKIING – Livigno (Sondrio province, Lombardy)
SPEEDSKATING – Baselga di Pinè (Trento province, Trentino-South Tyrol)
SKI JUMPING/NORDIC COMBINED (JUMPING ONLY) – Val di Fiemme (Trento province, Trentino-South Tyrol)
CURLING – Cortina d’Ampezzo (Belluno province, Veneto)
*that's the only completely new venue, still to be built
women's ice hockey venue in Milan, the Speedskating Ice Rink in Baselga and the Sliding Sports Track in Cortina need major renovations and are the highest figures of spending in the provisional budget (apert from the new multi-purpose arena in Milan,of course)...
all the other venues are already existing and normally used for world cup/world championships events...