Found this proof on this site: Cantor's Set Has No Intervals but I don't understand a part of it.
Here is the proof:
Suppose that $x,y\in C$, where
$$x=\sum_{k\ge 1}\frac{a_k}{3^k}\quad\text{and}\quad y=\sum_{k\ge 1}\frac{b_k}{3^k}\;,$$
where all $a_k,b_k\in\{0,2\}$. Let $n\in\Bbb Z^+$ be minimal such that $a_n\ne b_n$, and without loss of generality assume that $a_n=0$ and $b_n=2$. Define $c_k=a_k=b_k$ for $k=1,\dots,n-1$ and $c_k=1$ for $k\ge n$, and let $$z=\sum_{k\ge 1}\frac{c_k}{3^k}\;;$$ then $x<z<y$, and $z\notin C$.
So what makes $x<z<y$ ? I got that that first $n-1$ the terms are equal in $x,y,z$ and at $k=n$ we have $x_n= 0$, $y_n = \dfrac{2}{3^n}$ and $z_n =\dfrac{1}{3^n}$
So,
$\sum_{k\ge 1}^{n}\frac{a_k}{3^k} < \sum_{k\ge 1}^{n}\frac{c_k}{3^k} < \sum_{k\ge 1}^{n}\frac{b_k}{3^k}$
but for the terms whose indices is $k$ where $k=n+1,n+2,...$ what guarantees that still $x<z<y$?
Let $u=\sum_{k=1}^{n-1}\frac{a_k}{3^k}=\sum_{k=1}^{n-1}\frac{b_k}{3^k}=\sum_{k=1}^{n-1}\frac{c_k}{3^k}$. The largest possible value of $x$ occurs when $a_k=2$ for all $k>n$. In that case
$$x=u+\frac{a_n}{3^n}+\sum_{k>n}\frac2{3^k}=u+0+\frac{\frac2{3^{n+1}}}{1-\frac13}=u+\frac1{3^n}\;.$$
The smallest possible value of $y$ occurs when $b_k=0$ for all $k>n$. In that case
$$y=u+\frac{b_n}{3^n}=u+\frac2{3^n}+\sum_{k>n}\frac0{3^n}=u+\frac2{3^n}\;.$$
Finally,
$$z=u+\frac{c_n}{3^n}+\sum_{k>n}\frac{c_k}{3^k}=u+\sum_{k\ge n}\frac1{3^k}=u+\frac{\frac1{3^n}}{1-\frac13}=u+\frac32\cdot\frac1{3^n}\;.$$
Clearly
$$u+\frac1{3^n}<u+\frac32\cdot\frac1{3^n}<u+\frac2{3^n}\;,$$
i.e., $x<z<y$.