When I first started using Linux in 1996, it was almost mandatory to compile your own kernel. Thankfully, things have change a lot since then. It's very rare that you need to compile your own kernel these days, unless you really know what you're doing (in which case, you probably don't need this tutorial), want to help with kernel testing, or run into a very unusual situation.

You may need to compile modules, which is somewhat different. Because support for devices can be compiled as modules rather than requiring a kernel rebuild, you can simply compile modules and insert them into the existing kernel.