Practically all dairy starts with full fat milk, this is all that comes out of a cow.
The process of cheesemaking centers around separating the curds from the whey (except for making true ricotta, which is made from whey). The fat stays with the curds. So the fat content of your cheese goes sharply up compared to the liquid you started with, because you are throwing out most of the water, as well as some proteins and carbohydrates, but keeping all the fat.
There are cheeses which start with cream. In theory, they can also be said to be started from milk, because cream itself is made from milk. In practice, if you want to make them at home, you will start with store-bought cream.
As far as I'm aware, it is not possible to make mascarpone or cream cheese when starting from milk. If there is a way, it would require a recipe different from the one starting from cream. So, if you have a recipe which asks for cream, you should follow it with cream and not with milk. Else, even if you manage to get the correct fat percentage, the ratio of proteins to fat or water to fat won't be right.
But if you just have the milk and want to make any fresh cheese, you can make one of the many fresh cheeses which are not started with cream. Tvorog, paneer and quark are all milk based fresh cheeses, and delicious in their own right.