Most people consume whole grains in their cooked form: microwaved or steamed or boiled. We can also bake them.
Soaking
Should we soak whole grains before cooking?
Soaking improves the nutritional profile of the grain: this article explains. In particular, phytic acid / phytates reduce, which boosts mineral absorption (zinc and iron, for example).
Soaking reduces cooking times! A common strategy is to soak whole grains overnight, then cook them in the morning. See Cooking Tips for Whole Grains by Whole Grains Council (a useful PDF to glance through).
Soaking of whole grains isn't necessary (just like soaking of various nuts and seeds is not necessary). I haven't found WFPB doctors emphasizing that whole grains should be soaked. However, I have adopted this the practice of overnight soaking of grains, beans, nuts and seeds in my daily life.
Cooking strategies: Three common strategies for cooking whole grains are boiling in a pot, dry roasting on a griddle, and baking in an oven. All three are acceptable ways of preparing whole grains.
Recipes: See Whole Grain Recipes for so many ideas to prepare flavorful preparations with whole grains!
How to Cook Oats
Since oats are so popular in USA, a large number of cooking techniques have been developed for oats. The same techniques apply to various other grains too.
Microwaving of rolled grains: Rolled oats need about 3-5 minutes of boiling in a microwave. A good description is here.
Can we get fresh rolled grains on demand at home? By investing in a flaking machine! [A 'flaking machine' actually produces 'rolled grains' — it's confusing] An expensive but solid flaking machine is KoMo FlocMan Oat/Grain Electric Flaker. Freshly rolled grains have better flavor.
Boiling grains in a pot: This is the most common and traditional technique for preparing porridges (known as congee, gruel, gayu in different cultures worldwide). A simple pot like this one suffices for boiling grains for 15 to 20 minutes. Steel cut oats can be cooked this way.
Boiling times reduce if we soak whole grains overnight. See Cooking Whole Grains (PDF) for time requirements and amount of water required for different whole grains.
Slow Cooker or Hot Logic Mini: Both are time-saving options. Steel cut oats may be cooked overnight in Hot Logic Mini (a fascinating device for busy people who want to eat healthy) or in a slow cooker. All you have to do is to pour a mixture of steel cut oats and cold water into either of these devices and switch on the device at night. By morning, oatmeal is ready!
Boil for a few minutes at night: If steel cut oats are boiled for about 3 minutes at night and allowed to remain in hot water overnight, they are ready to eat in the morning!
Instant Pot: A popular technique these days. The main advantage of Instant Pot is that it doesn't need babysitting. In fact, it's possible to put ingredients in an Instant Pot at night and set a timer to start cooking at an appointed time in the morning!
Oat flour: Oat flour can be used for a large variety of baked and roasted recipes. For example, cookies, muffins, brownies, breads, dinner rolls, pancakes and 'cheelas', cutlets & 'tikkis', waffles and so on. See Oats Flour Recipes.
Personally, I'm not a fan of oat flour. Why? See Whole Grain Flours. If a friend prepares something with oat flour at a get together, I'll happily have it but I don't prepare anything with oat flour at home myself.