Copy from https://linuxguides.co.uk/guides/how-to-compile-kernel-ubuntu-20-04/

How to compile Kernel Ubuntu 20.04

In this guide I am going to show you how to compile a Kernel on Ubuntu 20.04 x86_64

First of all we are going to install the missing dependencies

apt-get update && apt-get upgrade && apt-get install -y build-essential libncurses5-dev gcc libssl-dev grub2 bc bison flex libelf-dev

Then we are going to download the kernel from kernel.org

wget https://cdn.kernel.org/pub/linux/kernel/v5.x/linux-5.7.5.tar.xz

tar -xvf linux-5.7.5.tar.xz

Then we need to copy the existing config file so that the correct modules for the Hardware of the machine you are compiling the kernel for

You need to enter the command below to find the current kernel config file.

ls -l /boot

cp /boot/config-4.4.0-21-generic /root/linux-5.7.5/.config

Then we are going to compile the kernel firstly you want to cd into the kernel folder

cd /root/linux-5.7.5

(Adjust -j8 to the amount of cores the machine has that you are compiling the kernel for)

make menuconfig
make -j8 deb-pkg
dpkg -i ,,/linux-*.deb
update-grub

Then you can proceed to rebooting the machine by typing the following

reboot

Once the machine is rebooted you can confirm the latest kernel by entering the following command

uname -a