You can have whey protein, but you'd be wise to add a Carb source.
Some Powders have Carbs, but others can have Carbs added to them. The best things to use would be stuff like crushed Oats, Honey etc etc, or have something like Bread and Honey perhaps, or something like a Cereal.
You should try ON's Recovery Formula or Biotest Surge...
Both solid formula's for post workout recovery. However, I'd recommend a serving sipped during workout as well as a serving post if you are looking to gain lean mass.
No, don't have the milk, that will just increase Enzyme production, Casein content, calories and just slow the whole thing down more. You want that nutrition pretty fast to help you recover.