You can make any type of rice in the oven; just adjust baking times depending on the variety. The ratio of rice to water may vary when baking, so consult a recipe first.
Rinse the grains before spreading them in an even layer in the baking dish, and then pour in water that has been pre-boiled on the stove or in a kettle.
Once you've added in your fat component and salt, cover your dish tightly with foil so that it can steam. Or you can use a baking dish with a lid, like a Dutch oven.