Pray tell what is the difference?
Milky tea in our part of the world, UK and Ireland, would refer to tea with a very large amount of milk added so that the drink has an almost whitish hue. Tea 'with milk' on other hand, has a lovely golden colour or a very dark brown depending on how strong the infusion of tea is before the milk is added.
I've had it prepared by UK colleagues
They should prepare it black and allow you to add milk to your preference. That's the correct way. They should never hand you a cup of tea with the milk added. You'd only do that with people you know very well as tea drinkers tend to be very decided about the ratio of tea to milk. They should also ascertain how strong you like your tea.
tea in a glass
Yes, a lovely Russian tea glass in a silver holder, I'd like that. But my favourite is tea from a bone china cup.