Consider a sequence of functions $f_k : \mathbb{R} \to \mathbb{R}$ such that the graph of each $f_k$ is a triangle whose base is the interval $[-k,k]$ and whose height is $2^{-k}$. Then $f_k$ is continuous, and it has compact support $[-k,k]$, and moreover, $|f_k(x)| \leq 2^{-k}$ for all $x \in \mathbb{R}$.
Let $s_n(x) = \sum_{k=1}^{n}f_k(x)$, the sum of the first $n$ triangles. Then $s_n$ is continuous (it is the sum of finitely many continuous functions), and it has compact support $[-n,n]$. So $s_n \in C_c(\mathbb{R}, \mathbb{R})$.
Now take the limit as $n \to \infty$ to obtain the function
$$s(x) = \lim_{n \to \infty}s_n(x) = \sum_{k=1}^{\infty}f_k(x)$$
This sum converges uniformly by the Weierstrass M-test. Therefore the sequence $s_n$ converges uniformly. Consequently, $s$ is a continuous function, and it is bounded by $\sum_{k=1}^{\infty}2^{-k} = 1$. Therefore, $s \in C_B(\mathbb{R},\mathbb{R})$.
But $s$ does not have compact support. Indeed, $s(x) > 0$ for all $x \in \mathbb{R}$. To see this, note that $f_k(x) \geq 0$ for all $x$ and $k$, and therefore for each $x$, the sequence $(s_n(x))$ is an increasing sequence of nonnegative numbers. Moreover, given any $x \in \mathbb{R}$, there is some natural number $K > |x|$, so $x$ lies in in the interior of the support of triangle $f_K$ (and all triangles $f_k$ with $k > K$). Therefore, $s(x) \geq f_K(x) > 0$.