Themes are automatically compiled without any indication on the UI that this has occurred. However, you can also manually compile a theme after customization changes have been made, or if a compile build has failed. For example, when a new widget has been added to a layout, or, a theme has been updated within the Code tab, including updating a widget/stack less file.
To do so:
On Design page, click the Theme tab.
Click the Theme Compilation tab.
Click the Build Theme button.
Click Save to save the compiled changes.