in simple non scientific bullshit terms, milk works great for building and preserving muscle even if you use it as your main protein source and protein shakes made with water dont.
drinking a shake post w/o is effective because the protein that is their can reach the bloodstream faster than protein from food, but when you dont need the rapid release its the worst choice aside from soy and none at all.
if you took every weight lifter in the world that couldnt make gains that had a half way descent training program and convinced them to just drink milk all day long they would all start gaining.