I am new to Python and am totally lost as to where to even start to get this done.
I have written many small modules (a toolset for maya) that need to be compiled in
The compileall module, present in the standard library, will compile all files in a directory, but it will still not generate a single .pyc file. An example of its usage is also given at effbot.org. I don't know if it's possible at all to create a single pyc file out of multiple modules.
However, my guess is that you are looking into creating a python egg, which does make a single file out of a series of files grouped together in a package, which is what you want, I think.