Most people can consume cheese and yogurt, but cannot consume raw milk. This is the distinction commonly meant by lactose tolerance (whether it holds up to a technical analysis or not).
I assume you meant raw pasteurized milk. I've seen anecdotal claims that drinking actual raw milk causes an increase in lactose tolerance, the hypothesis being that you lose some beneficial bacteria during the pasteurization process (not to mention various proteins are denatured).
Yeah, sorry, I forgot that “raw milk” was a thing.
Some types of cheese and yogurt have greatly reduced amounts of lactose compared to plain milk. Many people who can't tolerate plain milk can still tolerate some types of cheese and yogurt.