I've sprouted grocery store brown rice. Maybe if it is too old it won't grow, but the one I bought did. I treated it like sprouting seeds and started them in a jar, rinsing two or three times per day, since they didn't have hulls to protect them. Then pot them up or plant into a nursery bed before final transplanting into the field. Rice needs a lot of water, even the non-paddy upland varieties.
There are many varieties, and some are better adapted to certain regions than others. Here in California, for instance, a lot of medium-grain rice is grown and it is quite different from the long grain cultivars many people prefer. It is stickier and less "fluffy". The long grain doesn't do as well here. So a grocery store cultivar may not do so well in your area.