Yes, to use the CONFIG_X86_NATIVE_CPU option, you will need to compile the kernel yourself with this option enabled. This is a compile-time setting that affects how the compiler optimizes the build specifically for your system. Prebuilt kernels from distro repositories usually do not have this enabled, since they are built for broad compatibility with many different processors.
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When you install Debian with encryption (usually LUKS — Linux Unified Key Setup), only the partition where Debian is installed is encrypted. Windows will remain on a separate partition and will not be touched. Debian encryption does not break Windows, provided that: The partitions for Windows and Debian are clearly separated. You do not change or delete the Windows partition. The bootloader (GRUB) is correctly configured and not damaged. Usually, Debian will install GRUB, which will recognize Windows and add it to the boot menu. If something goes wrong during the bootloader (GRUB) installation, Windows boot may temporarily break. But this can be fixed — you can restore the Windows bootloader using a bootable USB stick. It is always better to back up important data before installation. When installing Debian, choose manual disk partitioning to accurately specify the partitions. Use encryption only for the Linux partition, leaving the Windows partition alone. Save a backup copy of the boot partition (for example, EFI) or make a full backup.
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Creating a repository is not absolutely necessary, but it will make the process of updating the kernel much easier in the future. If you plan to frequently update the kernel with custom settings, creating a repository is a smart choice. If you update the kernel very rarely, you can get by with manual compilation.