Put the cashews in a jar or bowl and add enough water to cover them. Let them sit for 2 to 3 hours (or longer).
Strain water from the cashews.
Add cashews, 4 cups of clean water, salt and vanilla to blender.
Blend on high for 3 minutes or so. Make sure they're really well blended.
Put the nut milk bag (linked to the one I use) over a bowl and strain the mixture.
Pour the milk in a jar or a glass bottle (linked to the one I use), enjoy!
I prefer unsweetened cashew milk, but if you like yours sweetened, I suggest adding a tablespoon or 2 of honey or agave nectar.