The advancements in quantum technology resulted in the development of a wide range of different quantum hardware platforms, including superconducting qubits, trapped ions, Rydberg atom arrays, and photonics chips. These powerful platforms have unique advantages and shortcomings, but they all use photons for one purpose or another. Photonic hybrid systems could leverage individual strengths of the constituent platforms for the implementation of novel functionalities or compensation of individual weaknesses. As advantageous as they are theoretically, hybrid systems are extremely challenging to build. In this thesis, I will report on the development of a new hybrid quantum system for interfacing single optical and millimeter-wave photons using Rydberg atoms as mediators. At the heart of our system is a cloud of laser-cooled Rb85 atoms loaded into a crossed 3D superconducting mm-wave cavity with an optical Fabry-Perot Cavity. Through Rydberg excitations of our atomic cloud, we hope to generate strong interactions between light particles, entangle optical and mm-wave photons and transduce quantum information from single optical to mm-wave photons. Moreover, the strong interactions between mm-wave photons and atoms in our systems could open up new opportunities for many-atom entanglement and generation of spin squeezed states useful for quantum-enhanced metrology. I will describe the development of our system from its humble beginnings and finish with the exciting recent results. In addition, I will discuss my work on developing mm-wave quantum technology beyond our Rydberg Cavity-QED system. The mm-wave band has unique advantages for quantum information technology: modest $\approx 1 K$ cryogenic requirement, wide availability of quantum emitters, and flexibility of design. Despite this, potential mm-wave photons are not heavily utilized in the quantum fields. I hope this work encourages more interest in the mm-wave frequency band and its potential applications in science and technology.