Coconut milk is made by blending coconut flesh with water and then straining the liquid. It’s typically used in tropical cuisines, but kosher cooks and others who rely on dairy-free cooking use it as an alternative to regular milk. Coconut milk can be purchased at almost all major supermarkets or online. Coconut milk should not be confused with coconut water, which is the liquid that comes out of the coconut when you crack it. Nor should it be confused with coconut cream, which is thicker, or with cream of coconut, the sweetened coconut product that is used in cocktails and baked goods.