The Milky Way as an object of naked eye astronomy is a faint whitish band that lies along a great circle on the celestial sphere.
The band, of course, is the light from jillions of stars in the disk of the Milky Way---where we now mean the Milky Way galaxy.
The Milky Way band is usually too faint to see in city lighting conditions though on very clear nights you might see it if you know where to look.
See Milky way videos below (local link / general link: milky_way_videos.html):