If the grains provided are adjunct grains like crystal, chocolate, and patent, then mashing them really does nothing. They have no enzymatic activity. With crystal especially (which is pre-mashed), steeping is really exactly the same as mashing in terms of sugars extracted.
You could "mash" the grains, but it wouldn't be anything other than a long steep. It would give you a good opportunity to try your hand at sparging, which is the most integral part of all-grain to get right. You wouldn't need to worry about the conversion that generally takes place in a mash of base malts.
If you wanted to do it, you's "mash" the grains, sparge them as normal, then add extract and water to the kettle to bring it up to volume. Good luck!