If you are brewing AG, you can just add those adjuncts (minute rice and quick grits) to the mash. They have already been "cereal mashed". That's why they only take a minute, or 5, to prepare. If you use raw unprocessed rice, you will need a cereal mash. They sometimes use pressure instead of heat to accomplish the same thing. I think "rolled" grains are processes this way.
If you wanted to skip the "quick" rice/grits, and buy the big bag of cheap rice, you will need to do a
cereal mash.
If you are doing a partial mash, you will need to add some malted barley in the cereal mash and let it sit and convert. Rice and corn do not themselves contain the enzymes to convert their starches to fermentable sugars. You provide the enzymes by adding some malted barley. (you can get enzymes in powder form from your LHBS, though, and just add it that way).
The purpose for a cereal mash is because starch in grain is non-soluble, and unaccessible to the enzymes that would like to break it down into simpler sugars. When cooked to a certain temperature, those starches
irreversibly swell, gelatinize, and consequently the enzymes can convert those starches. the malted barley you get from the LHBS has been malted, of course, so the starches are already gelatinized for you.
Here's a chart that shows the gelatinization temps for a bunch of grains. Note that there is a range of temps for rice. This is because different species of rice have different gelatinization temps. Unfortunately, rice does not come with a data sheet. So, you have to heat it anywhere ABOVE the range in the graph (i.e., for rice, you will want to do a cereal mash of 180°F.