Your Ethereum staking rewards with Lido compound automatically.
After the Shapella upgrade, which enabled ETH withdrawals, earned staking rewards are no longer locked on the beacon chain and periodically flow into the Lido withdrawal vault. After fulfilling withdrawal requests, the rest of rewards are restaked on a daily basis. Therefore, you don't need to do anything to for your ETH staking rewards to compound.
To see the compounding effect, check out Lido dune dashboard.