@plead-for-destruction Well, If you didn't edit anything and tried to compile and it didn't work, Then there's something wrong with your compiler. But if you did edit something, I'll explain. The source code is where it tells everything it does in powder toy. If you edit something which it doesn't understand, errors will occur. So the risks of editing and compiling, Is a lot if you don't know what your doing. But the only risks are errors, though. Nothing bad will happen to your PC.
EDIT: four posts late >_>
The wiki said that to teach you how to compile. Not to tell you do that straight away.