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Nope, you steep the grain in the mash tun at between 62 and 68 degrees depending on what you're making and whether you're going to do a step mash or not (that's for later on in your journey). Basically, the cool box with a towel over it keeps everything at around the right temperature for an hour. The one I've got (which I don't use anymore as I have an all-in-one system) never let me down - only ever lost around one degree over an hour, which is good going.
You boil the wort (steeped grain water) that you get from the mash process in the kettle (big pot with tap) before cooling it and sticking it in the fermenter with the yeast.
Polygon
Cheers, yes was just reading about extract Vs all grain, think I'll want to do it the 'proper' way soon enough. Just watched some videos on cool box mash tuns and still a bit confused, don't you boil stuff in a mash tun?