It is an optional operation.
Compiling the Python script on PC before downloading to module saves time at Python script execution start.
The following procedure allows to compile .py Python files into .pyc Python compiled files:
Install Python version 2.7.2 on your PC (as an example in directory C:\Python27)
Use compileall.py library Python script on your PC to compile all .py files in your working directory (as an example in directory C:\pytemp)
cd C:\Python27
python -v -S .\Lib\compileall.py -l -f C:\pytemp