There are several ways to thresh grains so they are usable for bread, etc. Small-scale threshing can be done by hand as needed. You can also make a small machine that does it for you, relatively cheap to make and very efficient.
One thing to remember too is that you have to have the right grain. Some grains are easier to thresh than others, get all the know how by clicking the link below and reading the full article. Great ideas and info.
(Picture Credit: islandgrains.com)