to make a directory you can use the file-manager (nautilus for gnome, dolphin/konqueror for kde, thunar for xfce and pcmanfm for lxde).
Right click in your home-folder, click on new and give it a name.
open a terminal and do
to go to your home
And you got a directory called Kernel in your home directory
I was assuming you would be using Ubuntu. I don't know how kernels are build in Centos.
Have a look at their wiki.
That would be the Debian-way (the extra-short version
If you ask me: forget about sudo and use su:
enter your password
do what needs to be done
to exit root.