We demonstrate seamless channel multiplexing and high bitrate superchannel transmission of coherent optical orthogonal frequency division multiplexing (CO-OFDM) data signals utilizing a dissipative Kerr soliton (DKS) frequency comb generated in an on-chip microcavity. Aided by comb line multiplication through Nyquist pulse modulation, the high stability and mutual coherence among mode-locked Kerr comb lines are exploited for the first time, to the best of our knowledge, to eliminate the guard intervals between communication channels and achieve full spectral density bandwidth utilization. Spectral efficiency as high as 2.625 bit/Hz/s is obtained for 180 CO-OFDM bands encoded with 12.75 Gbaud 8-QAM data, adding to the total bitrate of 6.885 Tb/s within a 2.295 THz frequency comb bandwidth. This Letter confirms that high coherence is the key superiority of Kerr soliton frequency combs over independent laser diodes, as a multi-spectral coherent laser source for high-bandwidth high-spectral-density transmission networks.