Most of the time when people talk about compiled languages/compilers, they mean languages that compile to native machine code, not languages that compile to a bytecode/run on a virtual machine.
Compiling to machine code rather than VM bytecode is a difference in degree rather than kind, and doing it well rather than naively is a deep topic.
Simple machine code generation with basic register allocation and evaluation which eagerly spills to the stack is not super hard. Producing fast code instead is a bottomless well.
It's just the nomenclature that I'm used to, compiled languages are so called because there is no VM, it's just machine code that is run while C# and Java still requires the JVM to do JIT compilation at runtime. But it's mostly splitting hairs, there is no agreed upon definition of what makes a languages compiled/interpreted.
There's literally no difference in the theory or technique of compiling for a virtual machine or a real one. Real machines are just messier and have a bunch of edge cases and weirdness that require you to read those multi-kilopage manuals to figure out. Having one or more intermediate steps is useful for portability and optimization though, so it's probably a good idea to target a virtual machine unless you only intend to ever target one specific architecture that you know inside and out.
