Milk coms from cows which are kept in a constant state of lactancy. In other words, when a cow stops giving milk, the cow is bred again for it. There, you can either get more cows to obtain more milk or you can obtain a bull which is slaughtered for dat good meet
Any animal could be used to produce milk at an industrial scale but cows are the ones that produce the most. Goats and sheep are sometimes used too. Goat cheez is made with goat malk.