And in French it means, pretty much, "environment". In Swedish, I'd guess Norwegian, and in a way even in Finnish, it's "Miljö" is used as in Danish: Mainly to signify the natural environment at large; "Greta kämpar för miljön" means "Greta fights for the environment". (Though in Finnish, the native "ympäristö" is used much more than the loan "miljöö".)

In German, though, AIUI "das Milieu" usually means a different kind of environment: That of crime and shady business. "Es bewegt sich was im Milieu" is something a worried cop could say, meaning approximately "something's happening on the streets".