You can craft them, or sometimes you can find them dungeons.
How to craft them:
(T = Iron Ingot, E = Empty)
E E E
T E T
E T E
You use a bucket on a cow.
Craft a bucket and Right-click on the water with the bucket.
Hold the bucket in your hand and right click the water.
Use a bucket
Right click a cow with a bucket.
You use a bucket on a cow.
Bucket
Drink a bucket of milk.
Craft a bucket and Right-click on the water with the bucket.
Hold the bucket in your hand and right click the water.
Use a bucket
Right click a cow with a bucket.
Drink a bucket of milk
Not yet.
3 iron
To fill up a bucket in minecraft, there are two ways to do it, Go to a water source, aim with your cursor with the bucket in your hand and right click, this will cause the water to leave where it was and go into your bucket. Using the same technique as above, aim your bucket at a cow and right click and it will fill it up with milk.
Three iron bars