There are many alloys of brass, some softer or harder than others. Rooster is correct, annealing will soften (take out the temper/hardness) of the rail. I suggest doing the annealing in a pretty dark room and heat the rail to a dull red color before quench. If using straight rail to start, I suggest using a piece of 3 or 4 inch PVC pipe with a cap on the bottom. Lean it at about a 45° angle and fill with water. Make the pipe 6-12 inches longer than the length of the rail.
Also remember that brass work hardens. So once you have annealed it, every pass through the rail bender to get the desired radius will put temper/hardness back into the rail, so the closer you can get on the first pass the better you will be. And for those reading this, aluminum also work hardens when you roll it through the bender, but will not be detrimental unless you are rolling very tight radii.
Good luck Stan.