NEVER try to turn on a wet electronic. In fact, if you spill something on it the first thing you want to do is turn it off/cut power. You were extremely lucky that when you spilt milk on it the machine was off. But unfortunately your tried to turn it on and when you did that chances are you fried every electronic that was wet. The computer is likely donezo.
As far as getting your data back, just take your backups and quickly make another copy of them (if you only had one back then right now your data isn't backed up so get on that). There is also the good chance that the hard drive wasn't effected so you could just take it out, but the former is easier.