Few animal species other than cows, produce lactase which is necessary to digest the lactose in milk. Milk is designed for cow babies, not adult dogs. A little bit of milk such as in yogurt is ok, but cheese and plain milk is not good for dogs and can actually cause indigestion, pain, and diarrhea.
Yes unless he is allergic to it
Milk should not be the main source of hydration for your dog. Milk will cause gastrointestinal upset. Very small amounts of milk added to water are okay occasionally as a treat.