Whey is actually low in lactose. Much of it coagulates with the fat and protein when making cheese by adding either acid, rennet, or vegetable coagulant to warm milk. Fresh young and soft cheeses such as farmer's, cottage, mozzarella, and brie still contain a fair amount of lactose (milk sugar), but it is broken down by bacteria and other microbes during the aging of hard cheeses like cheddar and Parmesan.It's in the whey which is drained off. When they do that they also get most of the lactose for those of us with issues.
For those without their own dairy herd, although you can make cheese from old-fashioned slow-pasteurized milk with the right culture, modern high-temp short-time or ultrapasteurized milk simply will not work because its proteins have been altered by the very high heat processing, and it will not make proper curds. You can make cheese from powdered milk although you will have to add butterfat to the nonfat powder to make anything other than skim-milk cheeses. However, making truly great cheese requires that you start with raw milk.Which is why I do NOT pasteurize my milk. I use the raw goat milk to make cheeses,