The default compile tools that come with Valve Hammer Editor will be in (if you installed to the default directory) C:\Program Files\Valve Hammer Editor\Tools
They will be called qcsg, qrad, qbsp2, and vis.
These tools will do their job, but I, along with most likely any other mapper, will recommend Zoner's Compile Tools.
Download them from The VERC Collective here. (http://collective.valve-erc.com/index.php?go=mhlt)
Once you download the the executable, install it, and the files should be in C:\Program Files\ZHLT
These custom tools will give you much more control and help when you are compiling your map than the original tools.