Generally speaking, compost shouldn’t be overly-smelly. The scraps are decaying, so some odor is to be expected, but it should by no means be overwhelming. If you’re looking for answers as to how to keep the odor of your compost bin down (and undetectable when not standing in the direct vicinity, try this great video (starting at 2:15):
Studies have shown that gardening gives a lot of benefits to mental health. A study in the Netherlands found out that 30 minutes of gardening relieves stress more effectively than reading for 30 minutes.