A topological space $X$ is said to be a
- Menger space if for each sequence $(\mathcal{U}_n)$ of open covers of $X$ there is a sequence $(\mathcal{V}_n)$ such that for each $n$ $\mathcal{V}_n$ is a finite subset of $\mathcal{U}_n$ and $\cup_{n\in\mathbb{N}}\mathcal{V}_n$ is an open cover of $X$.
- Hurewicz space if for each sequence $(\mathcal{U}_n)$ of open covers of $X$ there is a sequence $(\mathcal{V}_n)$ such that for each $n$ $\mathcal{V}_n$ is a finite subset of $\mathcal{U}_n$ and each $x\in X$ belongs to $\cup\mathcal{V}_n$ for all but finitely many $n$.
I did not find a complete metric space which is Menger but not Hurewicz.