You don't "need" any protein supplements unless that's the only way you can get your protein totals in. Similarly, you won't find any advantages by taking a whey shake + simple carbs immediately upon waking and casein shake before bed when compared to another day that you took in the same amount of calories, proteins, carbs, fat, etc. If it helps you get to your requirements, cool, but it is most definitely bro science. That being said, I usually have 2 shakes per day due to shear time constraints. You can use milk or whatever you want/need to to help it fit your requirements. I use water because I don't really like milk personally.