Could I change ubuntu kernel as a customized one?

Question

If I want to change my kernel as customized one, below sequence is ok?

1. download kernel source from kernel.org.
2. do something with it.
3. build it.
4. copy vmlinux,.etc into /boot folder.
5. reboot and choose custom kernel with grub, during boot.

I'm curious that this procedure is safe if I want to change my ubuntu 18.04 kernel (5.4) into 4.14 or older one. (3.18 or older)

Thank you.