How can you cook milk without it burning the pan?
Double boiler.
You can buy a purpose built double boiler and if you are going to do this often you should.  But for now you can fake it the way I do.  Here is my setup.

The little saucepan is floating in the water that is in the larger pan.  Because of the water, the temperature never gets higher than 100°C unless you boil all the water off.  Milk at 100°C will boil but it will not scorch.  That is milk gravy (white sauce) in the small pan which happened to be in there and which I thought was a good illustration.
Float a small pan in a larger pot of water and cook your milk in the small pan.  If you like it, buy a double boiler.  Sometimes the floating pan is too heavy and some water comes in over the side.  Not a big deal for milk but a total loss if you are using the setup to melt chocolate chips.