You do a cereal mash to gelatinize the starch in unmalted grain by heating above a certain temperature. This is necessary because the gelatinization temperature is higher than the mash saccharification temperature. Flaked/torrefied grain has already undergone that process, so you can add directly to the mash tun at regular mash temperatures.
Also instant oats = flaked oats. I believe Quaker makes both instant and regular, so make sure you get the one you want.