The official site is www.chiark.greenend.org.uk/~sgtatham/putty, you can find the download in the download section. If you want to play it safe, you can verify the signature of the download.
In my opinion compiling it from source is as safe as downloading the binary and checking the signature (make sure to also verify the key itself with at least one trusted signer). Unless you review the source code (including all needed libraries) there is no point in spending the added effort of compiling it yourself since both parts, the source code and the binaries, are signed with the same key.
The only advantage you gain by compiling it yourself is the opportunity to review the code so as to mitigate the risk that the authors of PuTTY could have add some backdoors or malware to it. But again, you would have to thoroughly review the code and all needed libraries to actually gain that benefit.