I use dolce gusto capsules for coffee, some of them have instructions to put the milk capsule first and some say to put the coffee one first.
I always put the sugar in the cup first before making any hot drink because of the science of dissolving obviously. When I make instant coffee I mix the grains with the sugar and a tiny splash of milk to make a paste in the cup, then I put in the hot water, afterwards I put in my desired amount of milk.