To accommodate the demand of exponentially increasing global wireless traffic driven by the coming beyond 5G and 6G, wireless communication has stepped into the millimeter wave (MMW) band to exploit large available bandwidth. The future wireless application scenarios require wireless communication systems with high speed, low cost, a small footprint and simple configuration, and the integrated light source-based intensity modulation and direct detection (IM-DD) photonic-wireless system can better meet the demand than the traditional system based on bulky components. In this paper, we experimentally demonstrate a lens-free pulse-amplitude-modulation with four levels (PAM-4) and discrete multi-tone with 16-quadrature amplitude modulation (DMT-16QAM) MMW photonic-wireless transmission system in the W-band using an integrated mode-locked laser (MLL) chip and a mixer-based receiver, which could be applicable for flexible wireless applications. The integrated MLL as an on-chip single light source is used to generate W-band signals and simplify the transmitter. The signal-to-noise ratio of the generated wireless signal is improved by two coherent optical carriers both modulated with data and then beating in the photodiode. In addition, we investigate the IM-DD configuration by employing an envelope detector (ED) to receive the PAM-4 signal for further simplifying the system. The ED-based photonic-wireless system is more suitable for the applications with lower data rate and low cost. For higher data rate, the mixer-based PAM-4/DMT-16QAM systems with up to 31.75 Gbit/s net data rate are more favorable, although the cost is also higher.