Locals already know this one. CVG isn't in Ohio. It sits across the river in Boone County, Kentucky, and it's where most of these trips start.
Flying to Atlanta
Delta and Frontier fly CVG to Atlanta nonstop. Once you land, you can skip the rental car. MARTA's Airport station is at the west end of the Domestic Terminal, and Red and Gold line trains head north through Five Points and into Midtown.
Rather drive? I-75 goes the whole way, over the Brent Spence Bridge and down through Lexington, Knoxville and Chattanooga. Plan on a long day's drive.
Driving to Milwaukee
With no nonstop from CVG, Milwaukee is most of a day's drive north. Go up on Thursday, so you sleep before the 9am start, and leave room for Chicago traffic on the way.
Amtrak's Cardinal stops at Union Terminal three times a week, leaving for Chicago after midnight. From Chicago, the Hiawatha runs up to Milwaukee.
Other nonstops from CVG
If a Phoenix-area training fits your calendar better, Southwest flies to Phoenix Sky Harbor and Allegiant flies to Phoenix-Mesa. For D.C., American Eagle and Delta Connection fly to Reagan National, and Southwest flies to BWI.