Saxonica is the name of the company that makes and supports the Saxon product.
Saxon SA ('SA', not 'A') is the schema aware version, Saxon B is the none-schema aware version of the product.
'Compiling' the stylesheet happens every time you run a stylesheet, but if you are going to be running the stylesheet again and again you can pre-compile it, using either the Saxon command line tool or Saxon for Java:
http://www.saxonica.com/documentatio...compiling.html