Maximal extension of $\mathbb Q$ unramified outside a finite set of primes

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I read the beginning of chapter 1 of Wiles paper on Modular elliptic curves and Fermat's Last Theorem. There it says:

Let $p$ be an odd prime. Let $\Sigma$ be a finite set of primes including $p$ and let $\mathbb Q_\Sigma$ be the maximal extension of $\mathbb Q$ unramified outside this set and $\infty$.

As I saw in this question that there are infinitely many number fields that ramify in $p$ only. So what is meant here? I guess the key is $\infty$ since I don't know precicly what it means to ramify at $\infty$.