How to Compile (From Source) in Linux
At times, software is not available for your distribution in the package form that you need (or there is no package designed for your distro). In this case, it is possible to download the "raw" form of the program or package (source) and install it yourself. This process is generally not difficult, but some reading must be done before you attempt to perform this.
A good article on compiling and installing software from source is HERE.
Some distributions are built around the user compiling and installing all software (including the Linux Kernel) from source. These distributions include Gentoo and LFS (Linux From Scratch).
Compiling the Linux Kernel is sometimes done with a newly released kernel, on an up and running system so that the distribution can take advantage of the updated drivers and processes within the new kernel. Some excellent tutorials about this process are found in: