You only ever want to be compressing synths if they are peaky or have drastic volume differences between notes. In this case it's best to fix it inside the synth by scaling volume based on midi velocity, or focusing on the envelope. And in the event that you have done this, automating volume/gain works better sometimes. You can sometimes render to audio and see it visually. But compression can be used as a transient shaping tool and to concentrate the sound into a confined space so that it appears to have more energy. A lot of times compressing synths may not have a noticeable effect.
That's just downward compression. Upward compression can have a different and desired effect, by making the signal more even powerful and sometimes louder (if only appearing so), while keeping some of the dynamics. A really good tool for plucks is the free OTT compressor from Xfer records (just be careful as it can bring out the noise and really intricate flaws in a sound out), although any aggressive transistor based compressor slammed hard on a bus will work just fine. Layering can also be an alternative to compressing, like adding sounds with only a prominent attack to a pluck. Compressing the sounds together is a good idea in this case as it adds a coherency by keeping the levels and lower level details of the sounds together.