I find it hard to quickly determine this. For instance,
$D^n/\{0\}=\{x \in \mathbb{R}^n| 0 < ||x|| \leq 1\}$ is non-compact.
$S^{n-1}=\{x \in \mathbb{R}^n | ||x||=1\}$ is compact.
So, okay, the first set is a punctured disc, it seems. So a disc, like a CD, with a hole at point $0$. The disc includes the boundaries, yes? but, why is it non-compact?
I'm not looking for a rigorous proof(at least for now). To simplify, let me set $n=2$. So I have a disc in a plane. With a hole of course.
The radius of the disc is $1$ so, well, how about I cover it with an ... open disc with radius $2$? That should suffice to cover(i.e. contain the punctured disc) and well it's just $1$ subset of $\mathbb{R}^n$ so it's also finite i.e. I have a finite subcover.
I can tell the second set is compact, since I can define a bunch of circles, i dunno, radius $1$ at points $1,-1$ on each $x,y$ axis. That would cover the entire circumference $S^{n-1}$ where $n=2$.
So, why is my cover of the punctured disc invalid?