Milk stouts—also sometimes called “cream” stouts—are dark beers brewed with lactose, a type of milk sugar. (Or, if the brewer is heavy handed with lactose, a not-so-subtle sweetness.) When properly made, the sweet notes nicely complement the bitter flavors imparted by the beer's hops and barley.
A milk pour isn't a traditional “heady pour”. Instead, the foam is poured to be sweet and creamy, and resembling a glass of milk (hence the name). These beers are typically poured from special faucets which create a cloud-like consistency within the glass.