Yes, puppies and kittens do have an intolerance for lactose, but RAW milk, unlike pasteurized milk, still has the enzymes to digest the lactose in the milk. Most humans with a lactose intolerance can drink raw milk. Even calves are not able to fully digest pasteurized milk, and will most likely die if that is all they are fed.
I wouldn't give the puppy too much, but a little as a treat now and then should not be harmful. If you notice any ill effects after giving him a little, just don't give it to him again.