The most important thing you should know when using a compression pedal is the placement in the effects signal chain, and the placement will change how it performs. Let's start, since a compression pedal is used to even out any unwanted spikes and dips on your signal they are always placed at the very beginning of a signal chain. However, they should also be placed after a tuner pedal if you are using one, but other than that they are always at the start. It is pretty simple as to why it is easier to apply compression to a raw signal that has just come out of the guitar. If the guitar passes through different effects it would be pretty much impossible to compress the signal, it just won't happen. However, there are some setups that have been arranged for compression to be applied at the end of the chain after hot distortion, but then again it is pretty rare and specialized.