Go to your kernel source directory and run "make && make modules_install install" and you will get the bzImage into /boot as vmlinuz-$VERSION, as well as config-$VERSION and System.map-$VERSION
NB: after the first make add -j and the number of CPU cores +1 found when you issue "nproc", such as "make -j9"
Now edit /etc/boot.conf to make sure you have at least one stanza where it looks for: