$\Bbb N^{\Bbb N}$ is Hausdorff, so every compact subset of $\Bbb N^{\Bbb N}$ is closed. Thus, you need only show that no compact subset of $\Bbb N^{\Bbb N}$ contains a non-empty open set. For this it’s helpful to know a nice base for the topology on $\Bbb N^{\Bbb N}$.
For each finite sequence $\sigma=\langle a_0,a_2,\ldots,a_{n-1}\rangle$ of natural numbers let
$$B(\sigma)=\left\{x\in\Bbb N^{\Bbb N}:x_k=a_k\text{ for }k<n\right\}\;,$$
and let
$$\mathscr{B}=\bigcup_{n\in\Bbb N}\left\{B(\sigma):\sigma\in\Bbb N^n\right\}$$
be the family of all such sets.
- Show that $\mathscr{B}$ is a base for the product topology on $\Bbb N^{\Bbb N}$.
- Show that each $B(\sigma)\in\mathscr{B}$ is closed as well as open.
- Show that each $B(\sigma)\in\mathscr{B}$ is homeomorphic to $\Bbb N^{\Bbb N}$, which is not compact.
- Conclude that no compact subset of $\Bbb N^{\Bbb N}$ can contain any member of $\mathscr{B}$, and hence that every compact subset of $\Bbb N^{\Bbb N}$ must have empty interior.