Some recipes tell you to soak them/steep them.
You get more out of them by mini-mashing them.
Put a pound in with 2# of 2Row and minimash on your stove. Peice of cake and really opens you up for better flavor, better use of the grains/oat. Plus you can add a few points to your brew, cutting down on DME/LME.
Put 1.25qt water per pound of grain in a pot, heat it up to strike temp. Add your grains and monitor your heat to keep 154-156* for 1hr. Then heat to 168* for a mashout, hold for 10min, then dump into a strainer (I used a big colander with a muslin bag stretched over). Just before doing so, add the same amount of water in another pot and bring up to 170* to batch sparge.
Use this Wort to add your extract to.