The main objectives of this work are the development of fundamental extensions to existing scanning microwave microscopy (SMM) technology to achieve quantitative complex impedance measurements at the nanoscale. We developed a SMM operating up to 67 GHz inside a scanning electron microscope, providing 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 a vacuum allows for eliminating the water meniscus on the tip apex, which remains a critical issue to address modeling and quantitative analysis at the nanoscale. In addition, a microstrip probing structure was developed to ensure a transverse electromagnetic mode as close as possible to the tip apex, drastically reducing 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 exemplarily shown on a staircase microcapacitor sample at 30 GHz.