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You will want to heat the milk up to your body temperature before adding it to the dry kitten food. And I would suggest adding some warmed milk to any canned food you give them, too.
Just like human infants, the milk shouldn't be too hot, nor too cold.
Room temperature is best after the kittens have learned to eat the food on their own.
Cats are lactose intolerant. Putting cow's milk in their food will upset their tummies. If you must, add kitten milk which is specifically made for cats.
Do not use cow milk. Use goat milk instead. You can buy this in the refrigerator section at the grocery store or in a can where other canned milk is stocked.