How to best use and compile multiple .tex files as part of same final document?

Have your main document in the current editing window. Now, select Options > Define Current Document as "Master Document". This should do what I understand you are asking for. You will now see in the left pane the structure of the document, and regardless of what subfile you are editing, running a compile will compile your main document.

For people coming here searching for a solution in TexWorks, add this at the very top of your subdocuments:

% !TeX root = path/main_file.tex

Then TexWork will typeset your main document instead of the currently open file.

You can just process your main file but add

\includeonly{chapter2}

then only chapter 2 will be processed. Unlike processing it as a completely separate document, the aux files of the other chapters will be read and so the chapter will still be numbered 2 and cross referenced to other chapters will work even if those chapters are omitted on this run.