"Jeg vil gerne have en sandwich og et glas med mælk."

Is this a normal way of saying "A glass of (blank)" in Danish? Could you also say "et glas af maelk"? "A glass with milk" sounds a little awkward in English.

How come " will have " for "vil gerne have" doesn't work? Isn't it the same as "want" or "would like"?

Et glas mælk I could understand, but "A glass WITH milk"...? That's a very odd phrase! "Here's your sandwich, sir, and here's your glass. Would you like me to put the milk you asked for into the glass -- or shall I keep it separate?"