As a general rule of thumb, anything that has been malted and then roasted or kilned in such a way to produce caramel/cara/crystal malt of some sort has the sugars ready to go, so only require steeping to release them. These are the types that are generally used as speciality grains in an extract brew, adding character and fermentables to the beer.
For base malts, like pilsener, pale ale, whet etc, these require mashing and are usually what is used in all-grain brewing instead of DME, for example. They can be used in primarily extact brewing, but would require a mini-mash to convert them.
In all grain, everything gets mashed, regardless.
If you use any brewing software, the details of grains will often indicate whether mashing is required, but the rule of thumb I mentioned above is a good general guide.
That's my simple explanation <!-- s:) --><img src="{SMILIES_PATH}/icon_smile.gif" alt="

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