Fresh soy beans or edamame are best eaten steamed (maybe with a dash of salt) I believe soy milk is obtained by soaking & grinding up the dry soy beans & extracting the milk. Its then boiled & salt (gypsum, magnesium chloride or calcium chloride) is added to separate the proteins from the water to initiate the process of making tofu... Here's the wikipedia link, hope this helps!
http://en.wikipedia.org/wiki/Tofu

If you want to get serious about this, get The Book of Tofu (Shurtleff & Aoyagi). It tells everything. Tofu and soymilk are made with dried soybeans. Your fresh beans are what the Japanese call edamame, and they should be boiled in the pod, and are something like lima beans.
One Japanese treatment is to make a paste with 2 parts cooked beans, 1 part sugar, which can be used as a filling for mochi or cupcakes; but usually they are eaten plain, or you can add butter. Here's another: Aomame Meshi: soak overnight 1 - 1 1/2 cups shelled beans, 2 cups brown rice, 3 1/2 cups water, 1/2 tsp salt, 4" square kombu (seaweed); Bring to a boil, remove kombu, cook at a simmer,covered until rice is done.
Lately I am also seeing it used for a mock guacamole or such. Use the food52 search for "edamame."

If you can get your hands on last month's issue of Food and Wine, there was an article on soy including making tofu. I think Mark Bittman writes a recipe too in How to Cook Everything Vegetarian.

i've never made my own tofu, but i have heard it's not that difficult. i have made my own soy milk, though, and i love it. it definitely has more of the hardcore, chinese-style flavor to it, but it's great for mixing into smoothies and doctoring up with sweetener and flavorings if you don't like that beany taste. i've used the okara (soy pulp left over from the milk-making process) to add into chili or to make veggie burgers with. i just realized you said "fresh," and i've only ever done dried, but i think the process is similar.