You buy tickets from newsagents or tobacconists before boarding the bus, or from the driver (with a surcharge).
On line purchase is possible only for season tickets.
Thank you so much! <3 One more question...as I'm taking 3 different buses to get to Palue, do I need to keep looking for the newsagent to buy the bus ticket or can I just tell the newsagent where I am going and he will get me one for all the 3 buses I'm going to take?
From the Dolomiti bus website, it appears you'd have to take one bus from Belluno train station (FS) to Caprile, and another from there to your final destination.
I have no idea whether or not you should buy a through ticket, but the person selling the tickets will know.
usually, you can buy one when you from the driver.