Davos is deep in Graubunden.

Fly to Zurich & take the train for Chur, making sure it is one that stops at Landquart, where you change onto the Rhaetischebahn, a metre guage train which ends up in St. Moritz. This goes to Davos. (There is a new tunnel from Klosters to the Inn Valley, so make sure you are not on a train for Scuol). There are two stations, one at each end of this rather long town.
I stay in the expensive but very luxurious Hotel Schweizerhof at the far end (Davos Platz station) but consult the town web site for other options.