That's so far back that there's little or no possibility of evidence existing. Much like the discovery of fire and cooking, it was likely discovered roughly simultaneously by prehistoric people in many different locations. It wouldn't be much of a stretch for a desperate caveman to figure that he could drink milk of animals as well as he could the milk of his mother! Ordinarily humans weren't capable of digesting lactose after getting older, but evolution allowed for large parts of the population to continue digesting it and allow for dairy to be consumed.

​

By the time written and pictorial records have developed, the world's cultures can generally be divided between dairy and non-dairy civilizations. The most prominent non-dairy civilizations (where humans are raised on their mother's milk but adults don't milk animals for food) are East and Southeast Asia and the Americas. It's notable that these races have the highest instances of lactose intolerance in the United States: 95% for Asian-Americans and 74% for Native Americans, while Caucasians are only 15%. Mexican-Americans and African-Americans are somewhere in between at 53% and 70% respectively, as these populations descend from ones that historically had little to no dairy consumption but began living in civilizations with dairy consumption and/or interbreeding with populations that had the lactose digestion gene (Spain and Portugal introduced cheese-making to the Americas and many Latino people are descended from generations of interbreeding between the European, African, and native populations).