To provide integrated and high quality broadband services, higher carrier frequencies are required in wireless communications. Currently, there is a great deal of interests in wireless communications at sub-terahertz or terahertz frequencies, i.e., the millimeter-wave (MMW) or sub-millimeter-wave (sub-MMW). In this work, we will discuss our recent advances in millimeter-wave photonic wireless links for high data rate (10 - 20 Gb/s) communications. The concept of fiber-to-the-antenna (FTTA) system using radio-over-fiber (ROF) technologies will be given in the introduction. Then a design and the structure of the high speed MMW photonic transmitter, namely near-ballistic uni-traveling- carrier photodiode (NBUTC-PD), will be discussed in section 2. In section 3, the operation principle of photonic mm-wave waveform generator (PMWG), which is used to produce the optical pulse train for the photonic transmitter at the antenna-site will be illustrated. We then demonstrate the use of the NBUTC-PD and the PMWG for the downstream and upstream high data rate communications in the W-band.