There should be a label with cleaning instructions on the cushions or somewhere else on the sofa. If you can't find it, go to the manufacturer's website. Doing anything else has the potential of ruining the fabric.
If it is just on the cushions then that is all you need to clean. See if the covers on the cushions are removable, many have a zipper in the back. Remove the cover and see if the milk actually penetrated the cushion or if it is limited to just the cover. If it got into the cushion you can take it to a carpet and upholstery cleaner and they can try and suck it out. If it was mine, I would put it in the bathtub with a bunch of water and a little laundry soap and pretend like i was squashing grapes. walk on it to work the water into it and get the milk out. Then do a rinse. Finally walk on it again to squeeze the water out and hang it up outside for a day to dry.
+1That's what I would do...
I had to get cat pee out of one once and blotting just wasn't going to do the job.
If warm water and dabbing with a clean cloth doesn't work then try some Carpet cleaner. But follow the instruction and do a test spot on an out of the way place on the couch to make sure it won't discolor the fabric. Just sparay and let it sit for a couple of minutes then pat it, don't scrub and the milk will come right up. You may need to spray some clean water over the area and blot it dry to get all the soap out of the fabric.