To begin with I already know any set with the cofinite topology is compact, but I am looking for a proof specific to $\mathbb{R}_{\mathcal{FC}}$. My attempt to a proof is right here:
Recall that any $A \subset \mathbb{R}_{\mathcal{FC}}$ is open if $A=\varnothing$ or $\mathbb{R}\setminus A$ is finite and as a result every closed $X\subset\mathbb{R}_{\mathcal{FC}}$ is finite or $X=\mathbb{R}$ making $\mathbb{R}$ closed. By definition $\mathbb{R}$ is also open, so $\mathbb{R}$ is clopen. Recall that also $\varnothing$ is open by definition but also closed as it is finite, so it too is the only other clopen set.
If every closed set is finite in $\mathbb{R}_{\mathcal{FC}}$ then every open set must be infinite. As a result every possible open cover must the union of infinite sets in which case a subcover could be expressed as a finite union of infinite sets, so $\mathbb{R}_{\mathcal{FC}}$ is compact.
I don't trust this sentence.
More convincing would be to pick any nonempty member of the cover, $U$, label the points in its finite complement, $x_1, \dots, x_n$, then observe that each such point is covered by at least one member of the cover, $U(x_i)$. Then take as a finite cover $\{U, U(x_1), \dots, U(x_n)\}$.