You want Pearl Millet (Pennisetum glaucum), and you can buy the seeds at Johnnies (linked below).

Sow it about an inch deep after the soil has warmed.

It will produce best in moist fertile soil, but can adapt.

It's a warm season annual, and you'll want to harvest the grain after the grass stem behind the seed heads has turned tan/brown, and the seeds are no longer milky-looking. The birds will start eating it earlier, before it's ripe.

Here is a link that might be useful: Millet Seed at Johnnies

Great! Thanks so much.