Synths do not necessarily need compression in the same way that vocals and some acoustic instruments often do, where compression is used to create a more consistent dynamic range evening out peaks and troughs in volume. On synths, compression is used more as an effect to create a certain distinctive sound.
How do you compress a synth?
It often sounds great to compress atmospheric synths subtly. Use a soft knee and a low ratio of about 2:1. The attack can be short, but the release time of the compressor can be long. We often compress atmospheric synths by 2dB to 3dB.
Should you compress every instrument?
Absolutely. Compression is the best way to control dynamics and keep some instruments in check while making other elements of the mix tighter and more powerful. I compress each instrument, and I also use bus compression and parallel compression together.