I left out an ethernet adapter driver in my
make menuconfig - do I have to build the kernel again (gentoo distro) or is there a way to build in support once the os has been installed and running?
If you don't run "make clean" (or similar) after of the compilation, you compile only the differences when you run "make" again.
"Oh, I forgot the ethernet driver":
If you deleted the directory with the kernel, yes, you will need compile all again.
That mainly depends on the way you're using kernel. It may be possible to just link the module.
Anyway from my experience unless you have a real good reason why not to rebuild the kernel, it's best to rebuild it. Your system should run fine (well fine enough so you can rebuild the kernel) even without Ethernet support and all settings you made when you built the kernel for the first time will be saved so you only need to activate the option you need and run