I'm reading the definition of $inf\emptyset$ and $sup\emptyset$.
a) I'm wondering why $inf\emptyset = \infty$ and $sup\emptyset = -\infty$. I would have expected both to be undefined.
b) In general, can something equal infinity if it's not in the extend real number system? Should I assume they are using about extended real numbers in these definitions?
You can assume that the author used the extended real number line for these definitions.
In fact, here's a motivation for above definition.
If you have two sets $A\subseteq B\subseteq\mathbb R$, then you want them to satisfy $$\inf A\geq \inf B,\quad \sup A\leq \sup B.$$
You can check that this always works whenever both $A$ and $B$ are non-empty.
We want this to remain true even if we accept $A=\varnothing$. We then must have $$\inf\varnothing\geq \inf B,\quad \sup\varnothing\leq \sup B$$ for any set $B\subseteq\mathbb R$.
Since you can then choose $B=\{x\}$ for $x\in\mathbb R$ arbitrarily large (or small), we are forced to define $$\inf\varnothing=+\infty,\quad \sup\varnothing=-\infty.$$