If the spill is new, absorb any remaining liquid with paper towels. If the milk spill is older, if there is any visible crust residue, remove it using a plastic spoon or knife.
Since milk is organic, you will need to effectively kill the bacteria that will grow when the temperature inside the vehicle gets hot. To do that, you will need to pre-treat the area with a quality enzyme based cleaner. Enzyme cleaners can usually be found in pet sections of discount stores, grocery and hardware stores.
Test a small hidden area first with the enzyme cleaner for color fastness. Pre-treat according to manufacturers directions. After pre-treating, you will need to shampoo the area with shampoo designed specifically for car use. Test a hidden area first with the shampoo for color fastness. Do not shampoo leather surfaces. Apply the shampoo according to the manufacturers instructions removing the shampoo liquid with an extraction type carpet cleaner. Allow the vehicle interior to air dry. Repeat if odor persists. Place an 8 oz Refresh your car air freshener in the vehicle under a seat or other hidden area.
Note: Big spills or spills that have gone untreated may require a repeat treatment to remove the odor.