To build a Linux kernel, you need a compiler and the kernel source. The first element is not a trivial thing to find because it depends on how you want to build your kernel. The second is easier since it can be found at the official CVS site. First, we will discuss about GCC compiler. Then, the preparation of the build will be explained. The last paragraph will deal with the installation of this new kernel.
We will deal only with a kernel built without modules, to simplify the explanations.