First of all, there is
very little reason to compile from source any more. Yes, you certainly can do it with tar/make/make install, but that's a pain in the but, and makes it very hard to uninstall later.
If your system has it, a much better way of doing this is with a wonderful little program called apt-get. All you have to do is type "apt-get <package name>" into a command prompt and it will automatically find, download, and install the software for you. Plus, since apt-get did all the work, you can fairly easily uninstall software later.
As for SpamAssassin, keep in mind that you need to tell Kmail to use it -- simply installing SpamAssassin doesn't actually bind it to your email program. See
this document for a good overview of how to do this.