Pedal board order...
 

This has been asked often on here but with specific pedals like brand and stuff which is not important I don't think.

I have a tuner, compressor, overdrive and direct box.

Should they go in that order right?

This answer depends on your needs. Did you want to have a compressed overdriven sound being sent into your DI?

Did you want to compress your overdriven tone or overdrive your compressed tone? There is no right answer, just what serves your sonic goals most effectively.

^ right. If it were me, I'd go tuner>overdrive>compressor>DI

Or DI in front if I wanted clean to "the house"

I think compressor will always be on and overdrive will be here and there for certain songs. I figured the cleaner slightly leveled out sound from compressor should run first then the OD and then all into house basically. I am new to all this stuff so just wanted to make sure I'm not doing something wrong.

With so few pedals, there's no reason NOT to try every combination, and choose the order by listening to the results.

yep, this sums it up pretty well.

IME if there's a front of house, they'll have a compressor to send you through, and will:

a) prefer theirs to yours
b) know that compression is not a sum of compression levels, but a product of the two compression levels. in other words, be prepared not to use it in many gigs.

If you're using an amp onstage, depending on the size of the venue FOH will often prefer to maintain a clean signal for consistency, and have you use the overdrive only through your stage rig to add color there, but not through their subs and PA.

Again, YMMV.

Lately I've been thinking about the compressor's spot on the board in a new way. All you need to do is answer the following question: which are you trying to level out, the signal coming out of your guitar...or your other pedals? If, like me, you got a compressor to level out my playing spikes then the compressor goes first (right after my tuner). If the answer is that you're trying to tame an envelope filter or some other crazy pedal that spikes your levels, then put it after that.

In your case I don't know how much it matters since you're only using an overdrive. But that overdrive still might change your level, and thus necessitate a change on your comps sensitivity level, every time you engage it. I'd put the comp first.

I personally would put them in exactly that order. My reasoning is that I want the cleanest signal possible hitting the tuner, so that's first. And I'd want my effects going to front of house, so DI goes last. As for what's left in the middle: I don't like the sound of compression after OD. It seems to dull or tame the OD (to my ear anyway). The other way around sounds better to me. YMMV.