in your Commands menu (under "other" i think), you will find "Search Lair" and "Milk Creature"
To Search Lair, simply target a creature nest (any nest will do) and perform command. I usually try to make sure my weapon is not equipped to prevent accidental attack. Occansionally, you will get a message that "you have found an exceptional egg while searching lair".
Milking is much more tedious. Certain creatures can be milked. You can examine a creature and it will tell you what kind (if any) of milk it has. Banthas, Eopies, Cupas...etc. Easiest place I've found to do this is in the Ettyy hunting grounds on Kash. Lots of Banthas stuck in the trees, so they dont wander too far when your trying to milk them.