You can type
# make menuconfig
to get a n-curses based menu from where you can modify the kernel by selecting and/or modifying features.
then build the kernel and the modules.
# make && make modules_install
Then copy the kernel image
mount the boot partition if you have to.
# mount /boot
# cp arch/i386/boot/bzImage /boot/kernel
substitute i386 with ur architecture.
Keep your face towards the sun, you'll never face the shadow.