I'm lactose intolerant so I'll just associate it with a word I cannot say ;)
Does sut is pronounced "syut"? (sorry cant make special characters in my phone)
It's pronounced like German ü or French u in tu, though I think some dialects may simplify it to ew, making it "seewt" (rhymes with cute). The IPA rendering for standard pronunciation is [syt].
Because for the subject, there's no distinguishing between definite/indefinite in Turkish. Therefore it could be either milk or the milk. For the direct object, there is an ending to identify the definite.
If you mean for comments like this one, see the next paragraph. If you mean for the course, there are little icons under the answer box that allow you to insert any non-standard character. However, if you don't want to use the mouse for this then you can manually enter them, but the method will vary depending on what device you are using. Note that for all of these cases it is possible to install additional keyboards as an alternative.
On a computer with a Windows operating system, you can use alt codes here by holding one of the 'alt' keys and then typing the code. Alternatively, you can set your keyboard layout to the Microsoft US-International keyboard, which will make it even easier to type accented characters. See this page and scroll down to the bottom for instructions on how to do this.
On a Mac computer, you can enter them by means of the 'option' key as shown here.
On a Linux computer, it will vary somewhat depending on the distribution, but generally you can go to Settings -> Keyboard -> Layout or something similar to set the 'compose' key, which is then used to type accented characters as shown here for Ubuntu.
On a mobile device, you can easily install additional keyboards, but if you don't like switching between keyboard layouts you may be able to type accented characters by holding down the standard version of the desired character (e.g. hold down "u" for "ü"). A menu should pop up with accented versions of that letter. If this doesn't work, you may have to install an app such as Smart Keyboard.