The Linux kernel is the thing that makes the existence of all the distributions available on the market possible.And you can get for free.
If you get it not as a part of your distro you will need to compile the downloaded source code.
While being compiled the initial source code gets transformed to a ready-to-use and specific for your machine piece of software.For example you may not need SCSI support or something like that.
And in order to make it work faster and improve the performance you can cut out the features you don't need.
However , this is only in case that you compile the kernel yourself.And when you are installing a new distro you get a premade kernel.