Bees typically build burr comb between boxes. Weather it is between brood boxes, between the top brood box and the honey supers, or even between honey super boxes. Where the comb is will determin what is in it. If it is between brood boxes, this is where they like to put drone comb. On the bottom and in the corners. So here you will find drone larvae, honey, and maybe even some pollen when you cut this comb away. Up in the honey supers, the burr comb will mostly be honey (unless you run an unlimited brood nest like I do in which case the queen occasionally gets up there and lays some brood. I use all mediums so when this happens, I simply either leave it alone, or switch it down into the main brood nest for a frame of honey.). The milky substance by the way is royal jelly.