I am trying to understand the finite intersection definition of compactness, so we have the definitions:
Let $F$ be a collection of sets. Then $F$ is said to have the Finite Intersection Property if for every finite collection of sets from $F$, ${F_1,F_2,...,F_n}⊆F$, we have that $⋂_{i=1}^n F_i ≠∅$
and
Let X be a topological space. Then X is compact if and only if for every collection of closed sets $\mathcal{F}$ from X, we have that if $\mathcal{F}$ has the finite intersection property then $⋂_{F∈\mathcal{F}} F≠∅$
I want to form a counterexample, ie a set that contains a family of closed sets with the finite intersection property that is not compact. I think this family $\mathcal{F}$ must be an infinite set, since any finite set would automatically have the intersection be non-empty from the finite intersection property. My teacher said to consider the set $(0,1) \subset \mathbb{R}$ which we know is not compact. He said to consider the family of sets $(0,\frac{1}{n})$, which I understand violates what we want (infinite intersection is empty but finite is not). However, my question is, aren't these sets not closed? Maybe he meant $(0,\frac{1}{n}]$ which I think would be closed under our original set $(0, 1)$ even if not closed in $\mathbb{R}$, similar to the examples discussed here: Difference between closed, bounded and compact sets
If so, does the "closed sets" part of the definition refer to closed under the set we are concerned with, ie $(0,1)$, and not the general space, ie $\mathbb{R}$?
TLDR: Does anyone know a relatively simple example for a family of closed sets $\mathcal{F}$ from a space $X$ that satisfies the finite intersection property, but $X$ is not compact? Specifically for proving $(0,1)$ is not compact?