There are only a couple of distributions that are "compile from source", and lucky for you Fedora isn't one of them
You need four CDs (or one DVD) but none of the Source CDs. You want the ones that say "CD1", "CD2", etc, but not the ones that say "SRPMs".
They also have torrents you can use instead of just downloading ISOs, if you're familiar with BitTorrent. Here's Fedora's download instructions:
Or, you can get them from LinuxISO. I do not believe LinuxISO has the Source CDs, so you will just want to download the four "main" CDs.