I understand that there are kill white filters already, however these do not work in Photoshop CC.
How can I remove the white? Selecting the white and then selecting inverse will not work as the face and clothing are outlines without gaps.
You can use the Magic Wand to select the white and before doing that, uncheck the "Contiguous" option in the Wand Options at the top.
Contiguous means "neighboring" white areas, unchecking it will select all white areas.
The Magic Wand doesn't do a very good job removing white backgrounds with greyscale scanned sketches.
Instead, use a proper color to transparency filter.
Download Krita for free (www.krita.org), and open your sketches. Then choose Filters-->Colors-->ColorToAlpha.
Done. Save as a PSD, open the file in Photoshop and start colouring in Photoshop (although arguably the colouring tools in Krita are more adept at this type of work compared to Photoshop ;-) )
It is a bit silly the "industry standard" still doesn't offer a similar function to make life easier. Just about any other image editor does by now.