Passengers arriving on a non Schengen flight at a schenen airport are required to pass Security at their first port of entry in the Schengen area. It's like connecting in the US when you come from a flight outside the US. You need to clear security.
It will be as follows for you:
-Deplaning and taking a segregated walk (arrivals and departures are split). You can choose to follow paths to "non schengen gates" and "Schengen gates" connecting flight (or exit). You will follow "Schengen" and arrive to passport control. There you will pass Schengen immigration and your passport will be checked.
-Afterwards you will pass customs. As you will only have hand luguage it should be quite straightforward and they will probably not even talk to you and waive you through.
-Then follow connecting flights and you will find yourself landside and reclear the general security where local passengers who fly i.e. from MUC
to Frankfurt are queuing as well. Don't worry, it's very clearly indicated and quite straightforward and you will probably not even realize you have been landside.
Good thing: Your bags are checked through. Once you arrive in NAP
you will realize that a lot of bags have green edged luguage tags. These are bags of passengers coming from a Schengen country. You will have all white tags as you are not coming from a Schengen country. At all Schengen airports after bagage claim, there is a custom check. Often it's unstaffed and people just walk through. Customs officer don't bother travellers with green edged bag tags as they're not subject to customs. However seeing your bag tag they will realize you are subject to customs check and COULD stop you and take a look in your bag. This will not happen in MUC
(they will only check your hand bagage there), but in NAP
. It's a more sophistic system as i.e. in the US.