Here is a diagram showing the classification of millets (and other cereals, as well as pseudo-cereals) within the plant kingdom. It was created by Joanna Kane-Potaka, a co-author of a paper in which it was published:
Vetriventhan, M., Azevedo, V.C.R., Upadhyaya, H.D. et al. Genetic and genomic resources, and breeding for accelerating improvement of small millets: current status and future interventions. Nucleus63, 217–239 (2020). https://doi.org/10.1007/s13237-020-00322-3