Let $\gamma^*$ be the image of a simple loop $\gamma$ in $\mathbb{C}$. On page 203 of Rudin's Real and Complex Analysis, while introducing the winding number, he gives the following reason for why the complement of $\gamma^*$ must have only one unbounded component. (This is before any mention of the Jordan Curve Theorem.)
Note that $\gamma^*$ is compact, hence $\gamma^*$ lies in a bounded disk $D$ whose complement $D^c$ is connected; thus $D^c$ lies in some component of $\Omega$. This shows that $\Omega$ has precisely one unbounded component.
I want to make sure I understand his reasoning.
Note that $\gamma^*$ is compact, hence $\gamma^* \subset D$ (it lies in a bounded disk, this is from the topology of $\mathbb{C}$? or some form of Lebesgue number lemma?) whose complement $D^c$ is connected (since the complement is now path-connected?); thus $D^c$ lies in some component of $\Omega$ (how do we know $D^c$ isn't the component (maximal connected subset?). This shows that $\Omega$ has precisely one unbounded component (since $D^c$ is also unbounded).