Is it recommended to drink caffeine to treat a migraine?

No: There is caffeine withdrawal headache that is relieved in some patients by caffeine. This type of headache often resemble migraine without aura.

Not necessarily: Caffeine is a common part of many over-the-counter migraine medicines, and is sometimes prescribed to help treat them. But it is only a part. Alone it will likely not be enough to treat a migraine, so downing a coke or dr pepper sounds great but generally won't work. Bummer. On the other hand, it likely won't hurt, either. :-). Good luck!