The missing milk, which transpires to have been taken by the pigs, foreshadows the ending of the novel. At the end, it turns out that the pigs’s ruse all along had not been to create a Utopian environment in which all animals are equal, but simply to overthrow Mr Jones and take over the farm for themselves. Ultimately, they changed the name of Animal Farm back to Manor Farm, which had been its original name before the rebellion.
The incident with the milk happens in the immediate aftermath of Mr. Jones and his men being forced off the farm by the animals. The fact that this happens so quickly tells us that the pigs probably never had any intention paying anything more than lip service to the idea of creating a farm that is managed by the animals for the equal benefit of all the animals.
When it is pointed out that the milk could be mixed in with the animals’s feed, as Mr. Jones had occasionally done, Napoleon tells them not to worry about the milk. He distracts them by telling them to follow Snowball out into the field to finish the harvest. By the time they get back, the milk is gone; it is safe to assume that it has been consumed by the pigs. This action foreshadows the fact that the pigs care for no one but themselves.