You don't need a kit to mash.
You will need a hot liquor tank (HLT), a mash/lauter tun (MLT) and a boil kettle (BK).
the MLT can easily be made out of a 10 gallon rubermaid cooler, and adding a stainless steel braid hose in the bottom and installing a ball valve. See FlyGuy's sticky in the "DIY" section for more details. The other two can be large stainless steel or aluminum pots.
I suggest reading John Palmers "how to brew", as it provides excellent information on virtually every area of homebrewing. It isn't really worth it to ask tedious questions and wait for us to answer them. This should answer ALL of your questions.... at least until you get a concrete understanding and have more specific questions. http://www.howtobrew.com/sitemap.html
Cheers, and good luck