If a woman is lactating when not pregnant, then she may have high levels of a hormone called prolactin. Prolactin is primarily responsible for the lactation response in women who are pregnant. However, if the levels of the hormone are abnormally high, then a woman's breasts can emit a milky substance.
One of the most common causes of increased prolactin levels is a tumor in a small area inside the brain called the pituitary gland. The pituitary gland is responsible for the secretion of many hormones, prolactin being one of them.
There are some medications which can cause increased prolactin levels as well, specifically psychiatric medications.
So if a woman is lactating when not pregnant, a medical evaluation is in order as soon as possible.