By enabling very high bandwidth for radio communications, the millimeter-wave (mmWave), which can easily be integrated with massive-multiple-input-multiple-output (massive-MIMO) due to small antenna size, has been attracting growing attention as a candidate for the fifth-generation (5G) and 5G-beyond wireless communications networks. On the other hand, the communication over the orthogonal states/modes of orbital angular momentum (OAM) is a subset of the solutions offered by massive-MIMO communications. Traditional massive-MIMO-based mmWave communications did not concern the potential spectrum-efficiency-gain (SE-gain) offered by the orthogonal states of OAM. However, the highly expected maximum SE-gain for OAM and massive-MIMO communications is the product of SE-gains offered by OAM and multiplexing-MIMO. In this paper, we propose the OAM-embedded-MIMO (OEM) communication framework to obtain the multiplicative SE-gain for joint OAM and massive-MIMO-based mmWave wireless communications. We design the parabolic antenna for each uniform circular array antenna to converge OAM signals. Then, we develop the mode-decomposition and multiplexing-detection scheme to obtain the transmit signal on each OAM-mode of each transmit antenna. Also, we develop the OEM-water-filling power allocation policy to achieve the maximum multiplicative SE-gain for OEM communications. The extensive simulations obtained validate and evaluate our developed a parabolic antenna-based converging method, a mode-decomposition and multiplexing-detection scheme, and an OEM-water-filling policy, showing that our proposed OEM mmWave communications can significantly increase the SE as compared with the traditional massive-MIMO-based mmWave communications.