A heterogeneous mixture is a mixture that consists of different substances that can be visually distinguishable. In other words, the components of a heterogeneous mixture are not evenly distributed throughout.

Option 1: Hydrochloric acid is a pure substance composed of hydrogen and chlorine atoms. It is not a mixture.

Option 2: Vinegar is a homogeneous mixture composed of acetic acid and water. A homogeneous mixture has a uniform composition, meaning its components are evenly distributed throughout.

Option 3: Milk is a heterogeneous mixture. It contains water, proteins, fats, sugars, minerals, and other substances that are not evenly distributed. You can see the separation of the liquid portion (whey) and the solid particles (curds) when milk is left to stand.

Option 4: Soda water is a homogeneous mixture of carbonated water and dissolved carbon dioxide. It appears uniform throughout, so it is not a heterogeneous mixture.

Therefore, the correct answer is option 3, milk, because it is a mixture that contains visibly different substances that are not evenly distributed.