Compiling is the process of transforming a computer program written in a given language into an equivalent program of another language. A compiler is a software to execute this task. Sometimes, this task is also referred to as "assembling" or "build", which typically indiciates more than just compilation is done, e.g. packaging it in a binary format.
Most Compilers work either ahead-of-time (AOT) or just-in-time (JIT). As a programmer, you usually invoke AOT compilers from a command line or your IDE. The most famous, "gcc" is one example.