Coconut milk in cooking is a common ingredient in many tropical cuisines. Most notably that of Southeast Asia (especially Filipino, Indonesian, Burmese, Cambodia, Malaysian, Singaporean, Sri Lankan and Thai). West African, Caribbean, and Polynesian cuisines. This is normally available in supermarkets with frozen or canned. Frozen tends to stay fresh longer, which is important in dishes where the coconut flavor is not competing with curries and other spicy dishes.
Coconut milk in cooking is the base of most Thai curries. To make the curry sauce, this is first cooked over fairly high heat to break down the milk and cream and allow the oil to separate. The curry paste is adding to any other seasonings, meats, vegetables, and garnishes.