Malting is usually done for two purposes:
- activate enzymes in the grain that will be used to convert the starch to sugar
- change the flavor or color of the resultant wort
As porkchop points out, when using modern malts, there is plenty of extra enzymes present, so you can mix a reasonable amount of unmalted grain with malted grain and still get good conversion. And because wheat adds very little to the flavor or color profile of a beer (unless roasted), the unmalted shouldn't make too big a difference in the finished product.
There is one thing that will be very different though. Raw wheat can be very gummy and hard to mill if it isn't totally dried. You might want to test milling it before you commit to doing a big batch.