The disappearance of the milk demonstrates that the pigs are starting to exert control. The animals assume that the milk and apples will be shared by all animals. The cows have to be milked, and the apples that fall on the ground have to be eaten. Animal Farm is supposed to be a collective effort.
This also demonstrates the sneaky manner in which the pigs took the milk and apples. They did not announce that they were doing it, and did not explain until they were questioned. Napoleon said, "Never mind the milk, comrades!" He obviously had plans for the pigs to steal it.
The mystery of where the milk went to was soon cleared up. It was mixed every day into the pigs' mash. … The animals had assumed as a matter of course that [the apples] would be shared out equally; one day, however, the order went forth that all the windfalls were to be collected and brought to the harness room for the use of the pigs. (Ch. 3)
Squealer explains that the pigs are the brainworkers of the farm, and they need the milk and apples because they have to work to keep the farm running. The pigs are making themselves in charge. They are taking the best things for themselves.
The way the pigs took the milk and apples is only the beginning. Slowly, the pigs alter all of the Seven Commandments as they find they need to. They begin sleeping in the house, they drink alcohol, and kill sheep and hens that were supposedly in league with Snowball, whom they say is a traitor. They also begin trading with the humans. Eventually, the pigs actually walk on two legs and carry whips in their trotters. They are soon no different from the people they replaced.
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