I want to show by definition that $\mathbb{R^{n}}$ is not compact, so I did this:
Let ${\Omega}$ be an open cover of $\mathbb{R^n}$ and suppose that $\mathbb{R^n}$ is compact, then there exists a finite subcollection of ${\Omega}_{i=1}^{k}$ such that $\mathbb{R^{n}}$ is covered by $\Omega_{i=1}^{k}$. So, ${\cup}_{i=1}^{k}\Omega_{i}$ $\supseteq \mathbb{R^{n}}$.
From this part, I don't know how to continue the proof, I think the last argument is a contradiction but I'm not quite sure. Can you help me? Please.
Hint: If you want to show that $\mathbb{R}^{n}$ is not compact, you just need to provide a specific example of an open cover that has no finite subcover.
Try with the open cover $\{\Omega_{k}\}_{k=1}^{\infty}$, where $\Omega_{k}$ is the open ball of radius $k$, centred at $\mathbf{0}$.
(By the way, this is an example of the general principle that to show that something is not always true, giving a specific counterexample is sufficient.)