There is a little bit of lactoferrin in drinking milk.
However, if you want, you can get concentrated lactoferrin capsules (in 250 mg or 500 mg) for about $22 for 60 pills, or about $30 for 120 pills. That may be a much better choice than trying to drink enough milk. (for reference, cow's milk has an average of 175 mg/liter of lactoferrin. You would have to drink nearly a 1/2 gallon (or 2-liter bottle) of milk to get the lactoferrin in one pill.

Also, a lot of people are lactose intolerant. Lactoferrin contains no lactose. It is safe for those with lactose intolerance.