Two answers have already demonstrated that the interval is not compact, by exhibiting simple open covers for it with no finite subcover.
The other half of the question is why compactness depends on the topology. I think in this case it might be instructive to consider the discrete topology. In the discrete topology, no infinite set $S$ is compact, because one can exhibit the open cover consisting of the sets $\{s\}$ for each $s\in S$. Since each point of $S$ is contained in exactly one of the elements of the cover, none of the elements can be omitted, and the cover not only has no finite subcover, it has no proper subcover at all! So in the discrete topology, a set is compact if and only if it is finite, which is quite different from the situation in a metric space.
The situation in the indiscrete topology is different in exactly the opposite way; every set is compact. The only nonempty set is the entire space, so there are no infinite open covers to begin with; every open cover consists of just this one open set, and a finite cover obviously has a finite subcover.