Compile from the source code

Hi,

I am new to Linux and whenever I hear that I have to compile something
from the source code, I totally scare! Since I come from windows world,
compiling from source code seems to be very fragile, complicated and
scary job.

Do you know a good source -including online or a book - that
explains all concepts and techniques for compiling and then installing
packages from the source code?

Of course I am quite comfortable with installing stuff from rpm files.

Any help would be appreciated,
Max

.

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