Hey Gregoire, that's a good question. Epics let you manage your portfolio of projects more efficiently and with less effort by tracking groups of issues that share a theme, across projects and milestones. On the other hand milestones are a way to track issues and merge requests created to achieve a broader goal in a certain period of time.

Anyway, please check this documentation for Epics https://docs.gitlab.com/ee/user/group/epics/ and Milestones https://docs.gitlab.com/ee/user/project/milestones/

I think epic is a grouping of features, while milestone might relate to a release, which might include epics or even just parts of those epics.