The most common Korean banana milk coffee is made with Bingrrae banana-flavored milk drink, which is actual dairy milk flavored with banana juice concentrate.
You can also make your own banana milk by blending a ripe banana with equal parts milk, water, a sweetener such as maple syrup, and a bit of vanilla extract.
The creaminess of the bananas will produce a smooth, delicious beverage, even without the milk component. The ratio of banana milk to coffee is entirely up to you.