If by refining grain you mean creating alcohol, no, it's not difficult at all. Water, a source of carbs (sugar, corn, etc.), and yeast. Given enough time the stuff ferments creating alcohol. Heck, if you've ever made real sourdough bread from a starter the clear liquid that forms on top over time is actually alcohol (hence the name "hooch"). Distillation can be a bit involved, but it ain't rocket science. And done correctly it can go in to some gas tanks or in to highball glass... Done correctly being the critical point here.
Of course in the US it is illegal to distill alcohol for consumption, even if it is only for personal consumption in small amounts. So any knowledge I have of the topic is based on reading and *purely* hypothetical discussions. Or by making it for cleaning purposes. Or for disinfectant purposes... Yeah, that's it... High proof alcohol is great for cleaning old oil off swords...
My final presentation project for thermodynamics was teaching the engineering first years how to make a still out of common dorm room items.
Creating ethanol is perfectly legal in the US. I do it all the time. Separating ethanol from the base in which it is created (distilling it) is illegal but common enough that one of the local homebrew stores will carry the occasional still for water purification purposes only yeah right.
I know of a couple folk who are hootching it up in the hills around here. Just another cottage industry, gotta do something with all those leftover tomatos. Keep it small scale, nobody really cares. And it takes no time at all to break down a still into a bowl, a jar, a brick, and a stock pot. Just separate the first bit, it'll really mess you up in a not fun oh shit my eyes no longer work forever way. Use it for making biodiesel, the process is a bit better with methanol anyhow.