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This is pretty simple when comes to compiling Python on any *nix OS. There must compilation tools to be first installed before continuing onto compiling a opensource software such as the Python programming language.

on Ubuntu types of Distros:
we must install the following tools on the command prompt.

>>> sudo apt-get install build-essential

on CentOS like OSes:
We can do the following to obtain development tools

>>> sudo yum groupinstall 'Development Tools'

Finally, we can then roll over to python website to download the latest release candidate.

https://www.python.org/downloads/release/python-390rc2/

Download either the Gzipped source tarball or XZ compressed source tarball. If you have downloaded the GZ source code package. We can do the following to extract code into a directory and compile like a boss.

>>> tar xzvf Python-3.9.0rc2.tar.gz
>>> cd Python-3.9.0rc2/

Missing _lzma ? No problem we can first install xz and lzma using macports then configure the CFLAGS and LDFLAGS ENV variable to enable lzma header info unto bash.

>>> sudo port install xz lzma
>>> export LDFLAGS="-L/opt/local/lib"
>>> export CFLAGS="-I/opt/local/include"
>>> ./configure --enable-optimizations
>>> make
>>> make test
>>> make install