I have read that the Mill would unlock when I got around 10,000 lollipops, but I have almost 1 million and I can't find the Button anywhere. Is there something else I need to discover? I went as far as the entrance to the castle in the quests and still couldn't find anything.
Are you playing Candy Box or Candy Box 2?
If you are playing Candy Box 2, then you can build a mill by going to the Lollipop Farm. Once you have 10,000 lollipops, you'll have an option there to build a mill.
If you are playing Candy Box, however, you cannot build a mill. That structure is new for the sequel and did not exist in the original game.