Compass uses a ruby config file named config.rb. In it a user can set various paths for assets, the style of output, as well as the path for CSS output.
Documentation on the Compass website: http://compass-style.org/help/tutorials/configuration-reference/
This is a sample of what I typically use for projects, which compiles my CSS into a different place than the SCSS. If you wanted it to be in the same place, you could use . as the path (a single period) which would tell it to compile into the same directory as the directory that you watch with the command line.
# Set this to the root of your project when deployed:
http_path = "/www/"
sass_dir = "sass"
images_dir = "../www/lib/cssimgages"
javascripts_dir = "../www/lib/js"
fonts_dir = "../www/lib/fonts"
css_dir = "../www/lib/css"
# You can select your preferred output style here (can be overridden via the command line):
# output_style = :expanded or :nested or :compact or :compressed
output_style = :compact
I do agree with some of the other comments, though. You HTTP requests should be kept as low as possible, probably only referring to one stylesheet for mobile-first styles and another for styles within media-queries. But that doesn't answer your question.