Compactness Theorem definition:
If $T$ is a theory in a first-order language $L$, then $T$ has a model iff every finite subset $S$ of $T$ has a model.
A number of questions regarding this definition.
As I understand, the statement “has a model” means that there is at least one combination, when $T$ returns TRUE, am I right?
If the answer to the first question is “Yes”, I'm right, then why should we deal with “every finite subset” and proof, that every finite subset returns TRUE, why we just can't to be satisfied with one subset (= at least one), which returns TRUE, why should we be assure, that every finite subset returns TRUE?
If I'm not right, so what exactly means “has a model”?
Mike, I think Clive is correct that you may be thinking in terms of propositional logic (a.k.a. sentential logic). In propositional logic there is a set of sentence symbols $S=\{X_0,X_1,X_2,\ldots\}$, a set $\bar S$ of well-formed formulas (or wffs), and a function called a truth assignment $v:S \rightarrow \{F,T\}$ telling us whether a particular symbol $X_i$ is true or false. This function extends to $v:\bar S \rightarrow \{F,T\}$ telling us whether a particular formula is true, essentially by plugging in truth values and seeing if the formula combines them correctly. (Hopefully this is the context that you're thinking of.)
(1) In general we don't speak of models when we discuss propositional logic. Instead, you say that a theory $\Sigma$ is satisfiable if there is a truth assignment $v$ such that for every formula $\varphi \in \Sigma$, we have $v(\varphi)=T$. Such a truth assingment satisfies $\Sigma$. You might rephrase the compactness theorem as follows:
In first-order logic, saying that a theory is satisfiable is the same as saying it has a model. (This fact is called the completeness theorem.)
(2) It's true that we are only looking for one truth assignment, but the subsets we are looking at are subsets of variables. For example, suppose we are working with infinitely many variables $\{S_n:n \in \mathbb N\}$ and $\Sigma_n$ is the set of formulas in $\Sigma$ with only the variables $S_1,\ldots,S_n$. Then the compactness theorem tells us that if $\Sigma_n$ is satisfiable for every $n \in \mathbb N$, then there is a truth assignment satisfying all of $\Sigma$.
(3) The definition of a model is a bit elaborate if you haven't seen it before, but there are some good lecture notes explaining sentential logic and first-order logic here: http://www.math.uiuc.edu/~vddries/main.pdf.