The protein in milk is a mixture of whey and casein. But there's more than protein in a glass of milk, of course. You also have fat and sugar -- mostly lactose and galactose for sugar. If you're looking at it only a s protein source, it's not ideal. Per serving, you're getting more sugar than protein. That may not be bad PWO, but I don't necessarily think it's your best option as a general drink.
And HG is right. If you're after the protein, do the math. Milk isn't exactly cheap.