The LFE compiler is referenced deeper in the documentation[1]. I also had to hunt to answer that question after the tutorial gave an example of compiling one of the example modules.
Erlang, LFE, and Elixir are all compiled languages, yes.
Having said that, they all support interactivity via a shell, including dynamically defining functions and tweaking the runtime. LFE does a better job at functions than Erlang; I'd wager Elixir too, but haven't looked closely at it.
[1] https://github.com/rvirding/lfe/blob/develop/doc/lfe_comp.tx...