Looks like red ants:)

Do you have aphids on your milkweed? I think the ants like to harvest some sweet excretion from the aphids. If you have aphids they are usually oleander aphids, a yellow-orange color and they like to colonize the growth tips. I usually just brush them off. Real easy if you use a clean paint or basting brush.

Oh yeah, I got aphids. Some always get the aphids. They always come back. Thank you.

If I didn't know any better and I don't know all the pests for Milkweed I'd say I'd have Milkweed beetle larvae. The "ants" don't go on the aphids. So gross that honeydew comes from their butt!!

What you have are Milkweed Bug nymphs. They will become black and red "true bugs" (Hemipterans) and overwinter as adults. They look a great deal like Box Elder Bugs, to which they are related.
Milkweed Beetle larvae live within the stems and roots and generally aren't seen.

There you are Leaf! Do I do something about them? What do I do about them? Thank you!

It depends upon whether or not you want to collect and distribute seed, as these little critters congregate on the growing seed pods and lower seed viability. I'm ambivalent about giving them the Big Pinch, so I let them stay and collect only from uninhabited plants and seed pods. Last two seasons, I have been lacking the bugs and battling the beetles, which can really create havoc with plant growth and appearance.
The Milkweed Bugs don't do much damage unless they get really out of hand.
And don't get me started on aphids...