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Compiling is the process of transforming a computer program written in a given language into an equivalent program of another language. A compiler is a software to execute this task. Sometimes, this task is also referred to as "assembling" or "build", which typically indiciates more than just compilation is done, e.g. packaging it in a binary format.

Usually, a compiler transforms a higher-level language such as C or Java, which humans understand, into a machine language, such as assembly, that the CPU can understand. Some compilers which translate between similar level languages are called transpilers or cross-compilers, for instance to compile from TypeScript to JavaScript. Those are considered productivity tools.

Most Compilers work either ahead-of-time (AOT) or just-in-time (JIT). As a programmer, you usually invoke AOT compilers from a command line or your IDE. The most famous, "gcc" is one example.
JIT compilers are usually transparent to you, used for performance. For instance in the browser: Firefox' SpiderMonkey JavaScript Engine has a JIT built-in that will compile JavaScript in a website to machine code while you're viewing it so it runs faster. Projects like WebAssembly work on making this even better.