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For example, I tried to compile this function but Mathematica gives "The only function arguments supported are Times, Plus, or List", I have no a way to compile this.

isPrime = Compile[{{n, _Integer}},
  And @@ (Mod[n, #] != 0 & /@ Range[2, Sqrt@N@n])
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You could use PrimeQ instead. –  Michael E2 Jun 11 '13 at 19:27
You could rewrite it to a more procedural form, but in this case I don't see the point, you could instead use the fact that Mod is listable and look at ! MemberQ[Mod[n, Range[2, Sqrt@n]], 0] And use Divisible instead of checking result of Mod, or best use PrimeQ as Michael suggests –  ssch Jun 11 '13 at 19:27
...why not isPrime = Compile[{{n, _Integer}}, FreeQ[Mod[n, Range[2, Sqrt[n]]], 0]], if you insist on your approach? –  J. M. Jun 11 '13 at 19:30

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