There are many ways to compile your LaTeX. Here is how i do it.

macOS

1. If you have not installed Homebrew yet, you should do that right now.

2. Install Cask for binary management:

    brew tap caskroom/cask
   

3. Install MacTeX LaTeX toolchain:

    brew cask install mactex
   

4. Install Sublime Text text editor:

    brew cask install sublime-text
   

5. Install skim PDF viewer:

    brew cask install skim
   

6. Install ImageMagick for equation preview (optional):

    brew install imagemagick
    brew install ghostscript
   

7. Install Package Control in Sublime Text:

   Simply follow the on-site instructions

8. Install LaTeXTools plugin in Sublime Text:

   Press ⌘+⇧+P in Sublime Text

   Enter Package Control: Install Package

   Enter LaTeXTools

Now you should be able to compile your .tex Documents with ⌘+B

Windows

1. Install MiKTeX LaTeX toolchain

2. Install Sublime Text text editor

3. Install Sumatra PDF reader

4. Install Package Control in Sublime Text:

   Simply follow the on-site instructions

5. Install LaTeXTools plugin in Sublime Text:

   Press Ctrl+Shift+P in Sublime Text

   Enter Package Control: Install Package

   Enter LaTeXTools

Now you should be able to compile your .tex Documents with Ctrl+B