First, to p_kelchen, Fedora's equivalent to Apt is Yum. Packages can be downloaded and installed by running "yum install package-name" and secondly, Fedora doesn't seem to come with sudo configured. Instead, type "su -" and enter the root password if you want to run command line commands as if you were the root.
For the original poster, I think this guide would help you out quite a bit when it comes to compiling a kernel. http://www.cri.ch/linux/docs/sk0010.html
Fedora's kernel source can be downloaded from the Red Hat web site... or possibly directly through Yum. However, it's been my experience that even if you use the source from Fedora and their .config file, you might still have some problems with things that are "standard" in downloaded Fedora kernels. For example, building your own kernel might break USB hot plugging for things like flash drives. But depending on what you are using the system for, that might not matter. I use Linux as a desktop system so nothing but downloaded kernels for me.