We report 3 mm continuum, CH3CN(5 4) and 13CS(2 1) line observations with CARMA (Combined Array for Research in Millimeter-wave Astronomy), in conjunction with 6 and 1.3 cm continuum VLA data, and 12 and 25 m broadband data from the Subaru Telescope toward the massive proto-star IRAS 18566+0408. The VLA data resolve the ionized jet into four components aligned in the E W direction. Radio components A, C, and D have flat centimeter SEDs indicative of optically thin emission from ionized gas, and component B has a spectral index = 1.0, and a decreasing size with frequency $ropto {u }^{-0.5}$. Emission from the CARMA 3 mm continuum and from the 13CS(2 1) and CH3CN(5 4) spectral lines is compact (i.e., $t 6700athrm{au}$) and peaks near the position of the VLA centimeter source, component B. Analysis of these lines indicates hot and dense molecular gas, which is typical for HMCs. Our Subaru telescope observations detect a single compact source, coincident with radio component B, demonstrating that most of the energy in IRAS 18566+0408 originates from a region of size $t 2400athrm{au}$. We also present UKIRT near-infrared archival data for IRAS 18566+0408, which show extended K-band emission along the jet direction. We detect an E W velocity shift of about 10 km s-1 over the HMC in the CH3CN lines possibly tracing the interface of the ionized jet with the surrounding core gas. Our data demonstrate the presence of an ionized jet at the base of the molecular outflow and support the hypothesis that massive protostars with O-type luminosity form with a mechanism similar to lower mass stars.