You DON'T need to compile anything. ath9k is already available, if thats the right driver for your card. Just try whether it works by running modprobe ath9k and thenm tying to connect through wicd. You might need to set the wirless interface in wicd's settings.
Anyway if you needed to compile the kernel module you need to install kerne-source and maybe need the make prepare step I mentioned before. But there's no reason doing this as long as the included drivers absolutely don't work with your cards. It doesn't make it work easier or anything, just complicates it.
