The new radio technology for the fifth-generation wireless system has been extensively studied all over the world. Specifically, the air interface protocols for 5G radio access network will be standardized by the 3GPP in the coming years. In the next-generation 5G new radio (NR) networks, millimeter wave (mmWave) communications will definitely play a critical role, as new NR air interface (AI) is up to 100 GHz just like mmWave. The rapid growth of mmWave systems poses a variety of challenges in physical layer (PHY) security. This paper investigates those challenges in the context of several 5G new radio communication technologies, including multiple-input multiple-output (MIMO) and nonorthogonal multiple access (NOMA). In particular, we introduce a ray-tracing (RT) based 5G NR network channel model and reveal that the secrecy capacity in mmWave band widely depends on the richness of radio frequency (RF) environment through numerical experiments.