Do I still need to compile the OS before I manually install it using shell commands?
You don’t need to - unless you want to!
On most versions of Windows - just download the proper .iso file. Right click on that file and select “Burn Image To Disc” Burn the disc and throw it in the target machine CD-ROM drive and turn the machine on. About half the machines will boot from the CD drive - others you’ll have to change the boot order in the BIOS settings. It will boot to a “Live Session” - where you can test stuff like sound and network before installing.
These days - save for a few older wireless drivers - most stuff should work. Some stuff is stupid easy...Brother printers - plug it in and print.
Only one distro (of which I am aware) requires that, and it's mainly used to learning the internals of how Linux works, and severe optimization of the code to the individual computer it's running on.
Not in years. Most distributions will run as a Live CD or Live USB so you can try it out and if you like it, install it right from the desktop gui.
There’s a handful of utilities to create a live usb. PenDriveLinux is one of the more popular ones. It runs on windows and will create the live usb from the ISO you download.
These live usb sticks are also handy for when you have broken windows that won’t even start up. You can pop this usb in there and at least be able to get in and save your files/docs.
“Do I still need to compile the OS before I manually install it using shell commands?”
That’s crazy talk.