Then you have to get a complete kernel source tree. It is in the package linux-source-<version-number>.
After downloading, it is a tar.bz archive in /usr/src
extract it with tar xfj linux-source-<version>.tar.bz2
( It's a good idea to create a symlink from the newly-created linux-source-<version> directory to ./linux so external modules can find them
$ ln -s linux-source-<version> linux
$ cd linux
$ make menuinstall
to get into the kernel configuration.
You have to wade through the gazillions of kernel options and obscure features. I'm excited by that every time...
$ apt-get install kernel-package
provides you with the tool make-kpkg which assists you in compiling and creating a valid Debian package which includes the kernel
May I suggest you to have a look at this very comprehensive guide? Compiling the kernel is not a trivial thing to do the first time...: