Did millennials vote at lower rates than baby-boomers?
Yes, turnout among millennials was lower than among baby boombers. Although the exact date ranges for millenials and baby boomers is fuzzy, younger Americans vote at such a smaller rate than older Americans that the exact date range doesn't really matter.
The US Census Bureau has a variety of voting demographic data for the 2016 presidential election, and offers this handy chart about voter turnout among different age groups from 1980 to 2016:
Depending on what definition you use, millenials fall between the second half of the 18-29 group and the first half of the 30-44 group, with voting rates among those groups averaging (very) roughly around 50%.
Baby boomers fall into the second half of the 45-64 group and the 65+ group, and their voting rate is around 68%.
Although the data is only up to 2016, it's safe to assume these patterns have carried over to even more recent elections: it would take an unprecedented rise in turnout among younger people and an unprecedented fall in turnout among older people in order to close the gap between those age groups.
If Mathieu's assumption above holds true, and you're interested in examining the past few US elections, the answer is Yes.
Pew Research does a lot of work on the topic, I'd highly recommend checking out this article. For data from the 2018 election, we'll have to wait a bit for the voter history data from the various states to be processed.