not all dogs are lactose intolerant period. i have a dachshund who is over 13 years old and has eaten oatmeal prepared with whole, fresh milk for breakfast almost every single day of her life from 8 weeks old on - and she never had a problem.
for dogs who are lactose intolerant, you can still feed fermented products like yogurt, cottage cheese, kefir and so on. all these products have most if not all of the lactose they contained converted by the fermenting bacteria already.
cheese is also okay to feed, but it does have a "plugging up" effect, so moderation is key.