A simple way is to use a glass jar or drinking glass with a tight lid. Put ingredients into the jar, ice cream, milk, and flavoring then seal with lid and tighten, shake it vigorously.
No, you do not need a blender to make a milkshake. There are a few other ways to make them. You can purchase these nifty little shakers from Tupperware that work really well. All you do is let your ice cream sit out for a few minutes so it can soften then add the milk and shake!