How can I show directly (that is, not using the compactness criterion in $\mathbb{R}$) that every open cover $G$ of $B$ admits a finite subcover?
I know that $A$ is not compact and I am aware that I would need a single example to prove it, any hint on how to find an open cover of $A$ that does not contain a finite subcover?
If I take some open cover of $B$, there is some (at least one) open set $U_1$ which covers $1$. It must also cover some neighborhood of $1$ (since it is an open set). Since it covers some neighborhood of $1$, it will also cover almost any member of $A$ (you need to explain why in your proof - this is the main issue). Thanks to that fact, you only need finitely more open sets from the cover in order to cover $B$.