vmlinuz and initrd not found after building the kernel?

The compressed images are under arch/xxx/boot/, where xxx is the arch. For example, for x86 and amd64, I've got a compressed image at /usr/src/linux/arch/x86/boot/bzImage, along with /usr/src/linux/vmlinux.

If you still don't have the image, check if bzip2 is installed and working (but I guess if that were the problem, you'd get a descriptive error message, such as "bzip2 not found").

Also, the kernel config allows you to choose the compression method, so the actual file name and compression algorithm may differ if you changed that kernel setting.

As others already mentioned, initrds are not generated by the linux compilation process, but by other tools. Note that unless, for some reason, you need external files (e.g. you need modules or udev to identify or mount /), you don't need an initrd to boot.

According to documentation:

http://tldp.org/LDP/lame/LAME/linux-admin-made-easy/kernel-custom.html

When you do:

make bzImage

and then:

cp bzImage vmlinuz

to create the vmlinuz file. Ie, they are the same file :-).