Did interpreter 'compile' all import modules(from thrid-party)

[Gribouillis]

If the installed modules are binary, does interpreter also need to convert it to bytecode at first when I import them?

I don't understand what you mean by 'binary'. If (C extension) modules are distributed as shared libraries (.dll or .so), they are not converted to python bytecode. You could also have compiled .pyc file on the module path without their python source file. They would be imported as well.

Does compiled C means the code is written in Python and compiled by C compiler.

No, standard python code cannot be compiled by a C compiler.