Ask a weak question about the kernel!

Ask a weak question about the kernel! -- Linux general technology-Linux programming and kernel information. The following is a detailed description. I am a beginner and have little knowledge about Linux kernel.
Mentioned in many books You must first prepare a kernel source code tree, construct a new kernel, and install it in your system..
I am not very familiar with the above:
First, you can download the kernel source code at www.kernel.org;
Then, we will not understand this sentence when constructing the kernel and installing it in our own system. Must the entire premise be in a linux environment? (For example, any linux release). If the answer to the first question is yes, the next step is to configure and compile your own kernel in this release. What does install in your system mean?, How can I install it?? The compiled kernel should be a binary file. besides, is it still in the linux kernel environment of the linux release version ??

I may ask a little incoherent. thank you!