In order to play as Switzerland, you need to unlock the faction. Unlocking all factions requires editing the code to the game. I don't want to go into the detail here, because it is discussed in many places elsewhere, but you will need to modify your file to make Switzerland, Italy and the Golden Horde into playable factions. Also, they will only be playable in the last stage of MTW, and not for glorious achievement, only for conquest.

Switzerland is Landlocked. It's important to do several things at once. First, build up Switzerland. You will need to build as many troops as possible, preferably the elite swiss pikement and armoured swisspikemen. Next. train emissaries. Make allianances. Next, bribe coastal countries with rebels so you can build a navy. This is very important. It will be very slow at first. Eventually you need to set your sights on a non-christian enemy, such as Egypt or the Golden Horde. But initially you can bribe as many rebel coastal cities as you can. build navies and build trade. You can try and sack constantinople then build it back up. Big trade loot there.

Finally, you have succeeded. You are the master of 60% of Europe after a long struggle. the Swiss have great advantages. Their Emperor and Princes are eight star generals. Their fabled pikemen are invincible in battle. They produce Chivalric Knights and Chivalric sargeants. And, once you have control of the seas, you might have a triumphant turn as I did, where I dispatched Aragon, Rome, France, the Papacy and Russia all in one single turn, thus destroying all of my enemies in one single turn utilizing strategic deployments via naval convoy once i had stablized civil order in the rear lines. The Swiss is one of the most challenging campaigns in MTw--and one of the most rewarding. Great good luck!