Put the milk and grains into a jar.
Use a cheesecloth to cover the jar and make sure it's secured with something and stays in place (rubber band, the rim of a mason jar lid).
Let the mixture ferment for up to 48 hours tops at room temperature. Keep it hidden from sunlight. You'll know it's ready when it becomes thick and the taste is a bit sour. Note that it's beneficial for the milk to ferment at warm temperature (not hot and not too warm).
When you think it's ready, you can go ahead and strain. You can wash the grains thoroughly and re-use.
You can keep the ready product in the refrigerator up to 7 days.