Actually, you can't. Not in the way you suggested, at least. Milotic explicitly says "except pokemon ex" on the description of its ability.
On the other hand, you could make sure that those energy ended up on pikachu IF you combine Milotic with some kind of energy transfer strategy, like using Eelektross from primal clash, sacrificing Milotic to bring 3 energies to any non-ex on the bench (such as Eelektross itself), and using energy connect to move those energies to the active Pikachu EX. If you can maintain an energy being attached from the hand and a Milotic being sacrificed per turn, you can end up trading one prize for 200 damage turn after turn (assuming your opponent can't one hit KO you pikachu ex next turn. It seems very situational, and significantly risky, but kind of a quick strategy nevertheless (I mean, if you can set up before your opponent, it's gonna be very difficult for him to respond).