I've made soymilk several times using dried beans. I've done it using a pot of boiling water to cook the pre-soaked beans, blending in a blender, and straining. I also have a SoyaJoy soymilk maker. No matter what I've tried, I always wind up with a "beany" taste, certainly like nothing you get at the grocery store which always tastes so delicious. I honestly don't know how they make soymilk taste so unlike soybeans! I've tried blending with oats, adding sweetener (which I don't like doing), etc. Does anybody know if it's possible to make home-made soymilk taste like store-bought? 
Glad you asked this - I had the same question a couple weeks ago when making homemade soy milk with a new SoyaBella maker I got. This article from the VeganYumYum provided some good information. Here's a summary of things to try.    Always soak beans in boiling water, then rinse the beans off thoroughly before making your soy milk. This is probably the most important step (see below) Remove the skins. Soaking in very hot water (just boiled) make aids in this process, by loosening the skins. See below for my method for doing this Add some sugar or another sweetener Drink it cold Steam the beans first. A commenter on that article says is how Silk does it.  Try different varieties of soy beans. People say different beans taste different. A brand called Laura soy beans is highly recommended, but I have yet to try. I bought organic bulk soy beans from Whole Foods, as I have found their other bulk beans to be fresh with good flavor, but they produced beany flavored milk following the normal overnight soak and machine mill method. Try adding other grains in there, like cooked brown rice or oats.  Try adding other flavors. Vanilla is an obvious one, but you can be creative and try fruit or other vegetables that you would like to drink.   If you google around for this (beany homemade soy milk) a lot of stuff comes up, but most of it has been summarized here.  My method is to soak in just boiled water for a few hours or overnight, and then remove the skins using the method listed below. After the milk is made and still hot, add 2-3 tbsp of a good organic sugar. Adding it while hot is important for dissolving the sugar.   A lot of the flavor is in the aroma and the beany aroma may persist, but the flavor tastes a bit cleaner to me. Adding sugar and using it very cold and settled also helps.  Tip for removing the skins easily  I have come up with a very easy way to remove the majority (not 100%) of the skins. One day I will make a video of this, but here's an explanation for now. You will need a large bowl and a spider or skimmer. A spider or skimmer is ideal, but a slotted spoon or small strainer might work as well. The process takes 5-10 minutes.   After soaking in hot water, pour off the soaking water and rinse beans.  Then place beans in a very large bowl, preferably glass to make it easier to see what you're doing, and fill with lukewarm water.  While under the water, squeeze the soybeans between your hands and fingers vigorously for a few minutes, squeezing the beans out of their skins, but leave the beans and skins in the water. Skins are removed in the next step. The beans should pop out of the skins easily, though they may split in half during the process, which is fine because you'll be grinding them in to a pulp when making the soy milk anyway. The goal here is to get as many of the skins off as fast as possible.  To remove the skins from the water, swirl the water for a few seconds around the bowl. This will create a whirlpool and the heavier beans will sink to the bottom while the lighter skins will float up, and you can catch them quickly with the spider or slotted spoon.    This takes a little practice, but if you swirl than catch the skins quickly, you can remove the majority (probably 80-90%) of the skins this way, while leaving the beans behind in the water, and you don't have to worry about picking the skins out by hand, which is very time-consuming  Always soak dry beans in boiling water  Wikipedia confirms that soaking unhulled beans (skin on) in boiling water will reduce/remove the beany flavor, which is caused by lipoxygenase.      In 1969, Mattick and Hand at Cornell University made the important discovery that most of the so-called beany flavor in soybeans was not inherent in the beans themselves but was produced by the enzyme lipoxygenase when the split beans came in contact with water. Lipoxygenase could be inactivated and most of the beany flavor removed by either dropping unsoaked soybeans directly into boiling water or by removing any cracked or split beans prior to soaking, then carefully dropping the soaked beans into boiling water.   History of Whole Dry Soybeans - Soyinfo Center  If you prefer sources with more academic rigor, some of the original work on this can be seen here:  Lo, W.Y., K.R. Steinkraus, D.B. Hand, L.B. Hackler, AND W.F. Wilkens. 1968d. Yields of extractcd solids in soymilk as affected by temperature of water and various pre-treatments of beans. Food Technology 22: 1322-1324.   Mattick, L. R., and Hand, D. B., Agric. Food Chem., 17, 15–17 (1969). 