How to shoot the Milky Way with a SLR when the Milky Way is invisible to the naked eye? How to set up the camera? (I am a beginner ...)

When you say you can afford it, do you mean you can shoot it clearly?

It shouldn't work. Generally, it is difficult to photograph the moon with the lens of a SLR camera. For example, a SLR camera is equipped with a 400 mm telephoto lens to shoot the moon, and the moon only accounts for about a quarter of the entire imaging range. To take a clear picture of the Milky Way, the lens of a SLR camera is definitely not competent. Consider an astronomical telescope with electronic shooting function.