Show that the union of finitely many compact sets is compact Show that the union of finitely many compact sets is compact.
Note: I do not have the topological definition of finite subcovers at my disposal. At least it wasn't mentioned. All I have with regards to sets being compact is that they are closed and bounded by the following definitions: 
Defn: A set is closed if it contains all of its limit points
Defn: A set is bounded if $\exists$ R such that the set $A$ is contained in the $B_{R}(0)$ 
Attempt:
Suppose $\bigcup_{i = 1}^nA_{i}$ is not compact. $$\Rightarrow \exists\ A_{i} \ such\ that \ A_{i}\ is\ not\ compact. $$
But we assumed each of the individual $A_{i}$ were compact. Therefore a contradiction.

Assume $K_j, j=1\cdots n$ are compact sets and 
Note that$$\overline{A\cup B}=\overline{A}\cup\overline{ B} $$
 and hence, for finite union and since each $K_j$ is closed  we have, 
$$\overline{\bigcup_{j=1}^{n}K_j}=\bigcup_{j=1}^{n}\overline{K_j } =\bigcup_{j=1}^{n} K_j $$  On the other hand, all each $K_j$ is bounded hence there is $R_j>0$ such that 
$$K_j\subset B(0, R_j)\subset B(0, \max(R_j)) $$
thus $$\bigcup_{j=1}^{n}K_j\subset B(0, R) ~~~~~~R=\max(R_j)$$
this prove that $\bigcup_{j=1}^{n}K_j$ is bounded and closed hence compact. 

Alternatively, in topological way you have,

Let $(O_i)_{i\in I}$ be any open covering of $\bigcup_{j=1}^{n}K_j$ then it is also a covering of the compacts $K_j$ Thus by compactness of $K_j$ there is $i_1\cdots i_j\in I$ such that $$K_j\subset \bigcup_{k=1}^{j}O_{i_k}$$
this implies 
$$\bigcup_{j=1}^{n}K_j\subset \bigcup_{j=1}^{n}\bigcup_{k=1}^{j}O_{i_k}$$
Which prove the compactness of $\bigcup_{j=1}^{n}K_j$  since $(O_{i_k})_{1≤k≤j\\1≤j≤n}$ is thereof a finite covering. 
