The coconut milk is from the fresh coconuts, right? This recipe sounds like one my Aunt made when I was a child. So delicious!

My guess it's canned coconut milk (not the stuff in a carton that people buy to drink), but if you're up for it, you can make your own. It's a lot of work and the good canned stuff is excellent. You can Google "Homemade coconut milk" if you want to make your own.