Hi Brian - the first step in treating raw ore generally consists of crushing/grinding to expose particles of the valuable mineral to further treatment. Next comes "concentration", which can be by gravity separations, "flotation" (a process of separating valuable minerals by "floating" them off of a froth of aerated materials in a water suspension, or other less frequently used methods. The "concentrate" thus produced is primarily the valuable stuff with the rock waste or "tailings" removed. These steps are "milling"
Crushing is frequently done right at the mine in order to make stuff more easily handleable. Grinding can also be at the mine, but usually needs lots of water so has to be done where that is available. If water, space, and power is available at the mine, all three concentrating steps are done there to maximise the value of the stuff and minimize the weight that has to be shipped to the next step, which is frequently smelting. This is usually a heating process which produces a molten metal ready for making into the final product.
Usually, "custom milling" consisted of all steps for the small operator who could not afford his own facility, or it could be the second step of concentration for small and medium. Usually, only the largest operators had their own smelter, and often concentrates were/are shipped many miles, usually by rail. These concentrates are what El Coke described as being very heavy!
A variation is in the processing of mercury ore by small operators, who heat the cinnibar over fires, driving off the sulpher and leaving liquid mercury. This process causes quick mortality from mercury poisoning, and is practiced today much as it was in Roman times.
Another variation is found today at Victor, CO, where gold ore is crushed, and then piled in huge heaps, which are treated with a cyanide solution which, in turn, is chemically processed to recover the gold. Smelting then melts the gold into ingots and purifies it. Needless to say, great care is taken to catch and contain all of the cyanide solution!