I think Raji is saying that if he can't get soy milk, he wants to practice with regular milk before his trip, which is a good idea. Sometimes your body gets a shock when you start eating/drinking something it's no longer used to.
I too, never remember seeing soy milk in cafes but to be honest I wasn't looking. I actually think you might find it in a larger grocery store though, but I can't exactly imagine you asking the local barista to make you a cappucino and then handing over your own bottle of soy milk.
Side note regarding coffee-related terminology in Italy.
Latte = milk. Enough tourists have asked for a latte that the baristas in big cities will generally figure out you mean caffe con latte (coffee with milk)
Macchiato = coffee with just a little milk. Depending on how you like your coffee, this might be a good choice for you.
Caffe or espresso = REALLY strong coffee with no milk. I order mine caffe lungo (extra water) because otherwise it's too strong and bitter for me.
Cappucino is a breakfast drink, usually not ordered after 11, except by tourists. But as my dad said one afternoon "I AM a tourist!"
Any way you order it, enjoy. But probably not with soy milk.