Yeah you need three* containers to start grain brews, one to mash the grains in ie mash/lauter tun - that's the middle one (can be a bucket, cooler, or keg.)
Another one to be your hot water supply, (hot liquor tank HLT), to be your water supply to your mash/lauter tun when you need to sparge (rinse) the grains with extra water, again that can be anything.
The last one is the brew kettle to boil the wort with as the final process.
* you can get by with two vessels. Having all three of them means minimum fuss and moving stuff about on brew day. There's no reason why your brew kettle couldn't double as your hot liquor tank if the insulation was easily removable. You'd just have to move it from a shelf above the mash/lauter tun up and down a lot
You can also brew in a bag. The brew kettle is the mash/lauter tun as you boil it and have the grains in a massive nylon bag, like a giant hop sock, so no need to lauter or sparge