When milk turns sour for example in a warm room it is a chemical change. If it was a physical change you would be able to undo the souring of milk.
Physical changes can be reversed, like melting and freezing something such as water into an ice cube, then back to water again, or a candle wax melting, then you can freeze it back again.
A chemical change cannot be undone, such as mixing ingredients for a cake and baking it, once it has been baked, you cannot take out the ingredients like the eggs the flour etc. , or breaking an egg.