Lets say I have a sequence $(V_n)$ of open sets and a sequence $(K_n)$ of compact sets. For each pair $(V_n,K_n)$, Urysohn's lemma gives a function $f_n$ with some nice properties.
My question is: in order to form a sequence $(f_n)$ of functions I have to use the axiom of countable choice?
I can imagine arguing that Urysohn's lemma only gives me the information that the set $\{f_n\:|\: f_n\text{ satisfies a 'nice' property}\}$ is non-empty. But in order to actually have a function, I am doing a choice.
Also, I can imagine that Urysohn's lemma actually gives me a function, and so no choice is needed.
What argument is right?
Urysohn's lemma itself requires the Axiom of (Dependent) Choice.
However, once you have chosen the functions, the axiom of replacement tells you that your collection of functions is a set without the need for choice. And the function $\Bbb N\to \{f_n\}$ that makes it a sequence also doesn't require choice to be constructed.