>What do I need to do or go to find out about compiling a NetBSD kernel???

The key part is that bsd uses a configuration language, not a script
or an X-based tool, to set up a kernel config.

assuming you have the source under /usr/src/, the traditional BSD
recipe to build a GENERIC kernel is:

       cd /usr/src/sys/arch/pmax/conf
       config GENERIC
       cd ../compile/GENERIC
       make depend; make

GENERIC is a kernel-config file.  It contains a description of what
options, filesystem types, device drivers, etc.  to include in the
default kernel. to set up your own tailored kernel, copy GENERIC
somewhere else, say BOB, edit it to your satisfaction, and do

        config BOB
	cd ../compile/BOB
	make depend; make

(there are many other ways to use config; you can make a random
compile directory in /some/random/place and do
       cd /some/random/place
       config -b . -s /usr/src/sys /usr/src/sys/arch/pmax/conf/BOB

or even
       cd /some/random/place
       cp /usr/src/sys/arch/pmax/conf/BOB .
       config -b . -s /usr/src/sys BOB

see the config(8) manpage for details.