Tofu is to soy milk, what Cheese is to mammal milk.
People who say it doesn't have a taste are talking about the manufactured product. The difference between fresh and manufactured is like the difference between espresso and freeze dried instant coffee.
Fresh tofu has a distinct pleasant taste, to my palate it's slightly grassy like chewing on a straw of hay. I cube, dust with flour and deep fry it to make fried puffs on top of miso soup, or make agadashi, or just shallow fry it and toss a sauce through it. Texturally It's not a good meat substitute in food, I think people made that mistake because nutritionally it's a good protein source for vegans.
Soy milk takes about 25 mins to prepare from dry soya beans using a soy milk maker. Strained through muslin, then coagulated using gypsum (CaSO4) or nigari (MgCl2), then pressed into a mould or set in a bowl for desserts like Dofu fa.