This is exercise 12.25 from Leoni's book.
Update: @Lukas Geyer has provided a counterexample for the case that $\Omega$ has a very bad boundary, which suggests that original exercise might be wrong. However, I am still wondering that if we assume $\Omega$ has smooth boundary, could the result be hold? i.e., we assume that $\Omega$ has smooth boundary but still not bounded, only finite.
Given $\Omega\subset R^N$ is an open finite set, i.e., $|\Omega|<\infty$. But $\Omega$ may not have a nice boundary or being bounded, i.e., the usual Sobolev Embedding won't work on this set. Now I am trying to prove that given any $u\in W^{1,p}(\Omega)$, where $1<p<\infty$, I have for any $1< q<p$, that $$\left(\int_\Omega|u-u_\Omega|^q\right)^{\frac{1}{q}}\leq C\left(\int_\Omega|\nabla u|^p\right)^\frac{1}{p} \,\,\,\,\,\,\,\,\,\,\,\,(1)$$ where $C$ depends on $p$, $q$, and $\Omega$.
To do so, I think I need to use an exercise which I proved before: for $\Omega$ open finite, the space $W^{1,p}(\Omega)$ is compact embedded in $L^q(\Omega)$ for any $q<p$.
Next, I proceed as usual, suppose $(1)$ does not hold and I have $u_n\in W^{1,p}$ such that
$$\left(\int_\Omega|u_n-(u_n)_\Omega|^q\right)^{\frac{1}{q}}\geq n\left(\int_\Omega|\nabla u_n|^p\right)^\frac{1}{p} \,\,\,\,\,\,\,\,\,\,\,\,(2)$$
Next, by defining $$v_n:=\frac{u_n-(u_n)_\Omega}{\|u_n-(u_n)_\Omega\|_{L^p(\Omega)}} $$ we have $\|v_n\|_{L^p}\equiv 1$ and $\|\nabla v_n\|_{L^p}\to 0$.
Then, if we have $W^{1,p}$ is compact embedded in $L^p$ we would be done already and this is how usual Poincare proved. However, here we only have $W^{1,p}$ is compact embedded in $L^q$, thus, we only have $v_n\to v_0$ strongly in $L^q$ for some $v_0$ such that $\nabla v_0=0$. If we can prove $v_0$ is not $0$, then we done. However, since generally we have $\|v_n\|_{L^q}\leq \|v_n\|_{L^p}$ if $q<p$, I can not rule out the probability that $v_0=0$...
Any help would be really welcome!