Knowledge Graphs (KGs) such as Resource Description Framework (RDF) data represent relationships between various entities through the structure of triples (). Knowledge graph embedding (KGE) is crucial in machine learning applications, specifically in node classification and link prediction tasks. KGE remains a vital research topic within the semantic web community. RDF-star introduces the concept of a quoted triple (QT), a specific form of triple employed either as the subject or object within another triple. Moreover, RDF-star permits a QT to act as compositional entities within another QT, thereby enabling the representation of recursive, hyper-relational KGs with nested structures. However, existing KGE models fail to adequately learn the semantics of QTs and entities, primarily because they do not account for RDF-star graphs containing multi-leveled nested QTs and QT-QT relationships. This study introduces RDF-star2Vec, a novel KGE model specifically designed for RDF-star graphs. RDF-star2Vec introduces graph walk techniques that enable probabilistic transitions between a QT and its compositional entities. Feature vectors for QTs, entities, and relations are derived from generated sequences through the structured skip-gram model. Additionally, we provide a dataset and a benchmarking framework for data mining tasks focused on complex RDF-star graphs. Evaluative experiments demonstrated that RDF-star2Vec yielded superior performance compared to recent extensions of RDF2Vec in various tasks including classification, clustering, entity relatedness, and QT similarity.