Learn German: Sie trinken den Tee ohne Milch. - They drink the tea without milk.

Tee is a masculine noun (der Tee). Because it is the direct object of the sentence—the thing being drunk—it must take the accusative case. In the accusative case, masculine articles change from der to den.

The preposition ohne requires the accusative case. How does that affect the word Milch here?

Milch is feminine (die Milch). Even though it is in the accusative case here because it follows ohne, feminine nouns and their articles look exactly the same in both the basic (nominative) and accusative cases. So, the word doesn't change its spelling!

Why is there no article (like die) before Milch?

Just like in English, German often drops the article when talking about general, uncountable substances like liquids. You are saying 'without milk' in general, rather than 'without the milk', so you simply say ohne Milch.

How do we know Sie means 'They' and not 'She' in this sentence?

You have to look at the verb! The verb is trinken (to drink). If the sentence meant 'She drinks', it would use the singular form: Sie trinkt. Because it uses the plural form trinken, we know Sie must mean 'They' (or the formal 'You').