Braufessor and Calder are correct. I often brew beer that are a bit of all grain and extract; the easiest way to determine how much base malt (2-row, 6-row, etc.) you should use in place of DME/LME would be to use some brewing software. Most have free trials and are well worth the purchase.
Type in your recipe as-is, then add base grain (use at least 1.5 to 2 pounds of base malt per 1 pound of oats) and subtract extract malt until your desired OG/ABV is displayed by the software.
To sum the mash process, mash (in essence steep in a grain bag) all your grains together with about 1.5 quarts for every pound of total grain in about 148 F water for an hour. Note that you will want to heat up water to about 158 F before you add the bag of grains, as the cooler bag of grains will drop the temperature upon contact (this is more trial-and-error so don't stress)! Stir this mash gently every so often to redistribute the warm water and break up clumps. Check the temperature periodically and maintain around the 148 F range. Follow Braufessor's steps from squeezing and beyond.
It would be really beneficial if you looked up mini-mashing (what the aforementioned process is considered) on this forum, especially because we just scratched the surface! It will open a ton of brewing related doors!
High protein adjuncts like oats, wheat, rye, etc. are often used to give beer a fuller, smooth, and/or viscous mouthfeel. Look up Surly Brewing Company. They use oats in almost every beer that they make and they are oh-so-good!