Xen is in the mainline kernel now, so you don't need to look for separate xen kernels. If you are using grub, the following will get up booted into xen 4.3+, assuming you just did your make install and /sbin/ldconfig (All of my commands assume you are root. Add the sudo if you want):
dpkg-divert --divert /etc/grub.d/08_linux_xen --rename /etc/grub.d/20_linux_xen
Then you can reboot! But you're probably not done..
Also, when compiling from source you don't get boot scripts setup in ubuntu, so you have to set them up yourself.
I don't use xm, so I immediately disable it:
update-rc.d xend remove
update-rc.d -f xend remove
Then I add all of the xen deamons to rc scripts. I use level 99 because I have a bunch of stuff like zfs, nfs, etc that I like to boot before my domUs boot/restore. You can leave off the 99 if you feel like it.
update-rc.d xencommons defaults 99
update-rc.d xendomains defaults 99
update-rc.d xen-watchdog defaults 99
Then I start up the services:
And list the domains to see what a good job I did:
All of this stuff should really be on that Compile from source page you linked under ubuntu/debian specific post-compile tasks. Anyway, I hope this helps!
Bonus Sysadmin Tip!!
If you are trying to figure out why your xen commands aren't working, the first step is always to check which services are running. For xen, a good way to do this is with ps:
ps -ef |grep xen
That will list out any processes with xen in the name, which are the important ones for the scope of this question. if you see xend or Xend in the list(but not xendomains, because you need that) then you are using the xm toolstack, which conflicts with damn near everything. Again, good luck!