And a good question. Compound words are written separately, consecutively or with a hyphen. Let's deal specifically with the writing of the hyphen, since this topic causes enough controversy, and there are more exceptions than rules.

In fact, the "-" is already being phased out of English writing. Where it used to be placed, words are now written either with a conjunction or separately. Let's look at the basic rules where it has remained.

In stilted expressions and titles.
Matter-of-course
Jack-o'-lantern
Fifty-fifty.
Forget-me-not.

In writing compound numerals from 21 to 99.
Thirty-eight
one hundred and twenty-four

When marking time in writing.
They can be only at seven-thirty

If the prefix ends and the word following it begins with the same letter.
Co-owner - My brother and I are company co-owners.
Pre-election - pre-election campaign

Between a prefix and a proper name.
Pre-Christian - The text written in pre-Christian times has survived until our days.
Post-Roman traditions

Adjectives or nouns consisting of more than two words.
Door-to-door - He sells perfume door-to-door being friendly.
Editor-in-chief

7. Relatives on the husband's/wife's side.
Father-in-law
Son-in-law
Brother-in-law
Half-sister

Shades of colors.
Yellow-orange
Cherry-red lipstick

Also, the hyphen is used in compound names and as a sign of transferring words from one line to another.
The basic rules are broken down.

The hyphen is a spelling mark, not a punctuation mark. It connects parts of a word into a whole or serves to transfer syllables from one line to another. Never confuse it with the dash, which is used in punctuation and separates parts of a sentence.
For example:
The right-hand turn. (here the "-" connects parts of a compound adjective).
Bertha - she is sixteen - has too many friends. - Bertha, who is sixteen, has too many friends. (The dash in this case clarifies the facts in the sentence).

It is very often used in compound adjectives. For example: best-known, globe-trotting, self-tought.
Such adjectives will be hyphenated before the word being defined. If it comes after it, it is written separately. Let's compare:
She is a short-tempered person.
I can be also short tempered.
This sofa is full-size bed.
Click the picture to see it full size.
Adjectives with the prefix self are also hyphenated. For example: self-driving, self-evident, self-confident. But, if the prefix is part of the root, then such words are written conjoined. For example, Selfish.

Prefixes
Nouns, adjectives, and verbs form new combined parts of speech using prefixes and suffixes. Most often they will be written conjoined, but some reserve the right to be used with a hyphen. This is definitely the case with the prefixes self-, all-, ex-(only with the meaning "former").
All-star match
All-time level
Economic self-determination
Ex-wife
Ex-minister, but to exchange, to expect

Prefixes co-, pre-, post-, anti-, re-, non-, usually do not require "-" after themselves and are used with it only to avoid cluttering of letters or confusion in meanings. In addition, in the British version, these prefixes are hyphenated, while in the American version, they are spelled consonantly.
Antibodies, but anti-corruption
Re-creation, but recreation

Suffixes
As for suffixes, free-, odd-, sometimes in-, up are written with "-".
Tax-free, duty-free
Twenty-odd
Check-in, but check in
Close-up, but close up.
Just here is a clear demonstration of how to avoid confusion in parts of speech.

With a hyphen, you can divide words into syllables and transfer them from one line to another.
Per-so-nal (so divided by syllables, each such part can be transferred)
Per-so-nal (it can be written and transferred only in this way, because syllables are formed exclusively by vowel letters)

As mentioned above, "-" is used when writing numerals. Let's look at a few cases in more detail.

Numerals and fractions.
Eighty-six(86) + eleven(11) = ninety-seven(97)
One-third of a jug

Numerals are part of adjectives and indicate age, size, length, etc.
He is a father of a beautiful four-year-old boy.
They are going to watch a three-part movie.
I liked such a six-month trip.
Note that the nominative part of such adjectives is in the singular. And the principle applies: before the noun being defined.
Twenty-one-year-old girl, but she is twenty-one years old

Spelling the digits of a phone number.
9637842561 (nine-six-three-seven-eight-four-two-five-six one)

Compound words are hyphenated to show differences in meaning:
This cake is finger-licking good
Finger licking is a nuisance.
Anti-people, anti-gravity illusion
But you have to check the dictionary.

Adjectives denoting colors or shades of colors are hyphenated only if they come before the noun they are defining.
Golden-yellow box
Emerald-green stone
Light-red shirt, but the shirt is light red.
Never be afraid of the English language, because the people who speak it are very ordinary. Check the spelling of "-" with a dictionary, except for the rules above. The language changes over time, and the spelling of words changes. You can't keep track of everything. Good luck!

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