The brightest star in the Milky Way as seen from Earth is Sirius. It's a binary star system, but the primary star, Sirius A, is incredibly luminous.

However, Sirius is not actually located within the Milky Way galaxy. It's a nearby star system within our galactic neighborhood.

Within the Milky Way itself, the brightest star is likely to be Pistol Star. It's a hypergiant located in our galaxy's Sagittarius Arm. However, we can't see it easily from Earth due to interstellar dust blocking its light.

So, depending on how you define the question, the answer is either Sirius or Pistol Star.