Milk contains Casein. It's the milk protein that is rich in calcium and it is white. The cream in milk has some fat which is also white. Its presence in the milk makes the milk whiter. Low and non-fat milk has less cream and may appear less white.

Our eyes see white because some objects do not absorb very much light. They reflect the light. Objects that are blue, for instance, reflect only blue light and absorb the other colors of light in the spectrum. The molecules that make up Casein and creme reflect light. That's why milk is white.