You are building the kernel at this stage.
You have to install the;
-kernel headers, modules and also the actual kernel, The naming scheme should give you a clue.
-You have to tell Linux grub what kernel you want to boot from after a reboot.
-This is either completed by using an application or advance options during a Linux reboot.
I list the methods in the how-to
-after that's complete execute [after a reboot and selecting the recently built kernel]
and it should list what kernel you are running, if it states anything with a -generic in it, then that is the factory kernel.
This step is not LinuxCNC specific. If you need further help I would recommend you watching a YouTube video on how to compile and install a Linux kernel. Further in the posting I listed a video I recommend that can help you.