The main objectives of this work are the development of fundamental extensions to the existing scanning microwave microscopy (SMM) technology to achieve quantitative complex impedance measurements at the nanoscale. We developed an SMM operating up to 67 GHz inside a scanning electron microscope giving unique advantages to tackle issues commonly found in open air SMMs. Operating in the millimeter-wave frequency range induces high collimation of the evanescent electrical fields in the vicinity of the probe apex resulting in high spatial resolution and enhanced sensitivity. Operating in vacuum allows for eliminating the water meniscus on tip apex that remains a critical issue to address modeling and quantitative analysis at the nanoscale. In addition, a microstrip probing structure has been developed to ensure a transverse electromagnetic mode as close as possible to the tip apex, reducing drastically radiation effects and parasitic apex to ground capacitances with available SMM probes. As a demonstration, we describe a standard operating procedure for instrumentation configuration, measurements and data analysis. Measurement performance is exemplary shown on a staircase microcapacitor sample at 30 GHz.