I need some serious sweet potato help!

How do I cook these?
I bought some Korean sweet potatoes from a little Korean market near me. They are not the normal dry white kind. Some were bright yellow inside. Those got wrapped in foil and broiled. Today I went to cut up the others and they were PURPLE inside!!! When I cut them open, they gave off milky sap, so I want to be sure I cook them right, and don't poison my family!!!
At the market they don't speak english, and I only know 2 Korean words, so I can't ask them. Even google fails me!
HELP p&ty!