Define a sequence $(p^{(n)})_{n \in \mathbb{N}}$ in $C$ by $p^{(n)} = (\delta_{in})_{i \in \mathbb{N}}$. In other words,
\begin{equation*}
p^{(n)}_{i} = \left\{ \begin{array}{r l}
1, & \text{if} \, \, i = n, \\
0, & \text{otherwise.}
\end{array} \right.
\end{equation*}
$(p^{(n)})_{n \in \mathbb{N}}$ does not have any accumulation points in $C$ with the given norm topology. The idea is this: $\|p^{(n)} - p^{(k)}\|_{\infty} = 1$ for all $n,k \in \mathbb{N}$ so no subsequence is Cauchy.
Edit: Given $m \in \mathbb{N}$, if we define $C^{m}$ by
\begin{equation*}
C^{m}_{*} = \{x \in \mathbb{R}^{\infty} \, \mid \, \sum_{k = 1}^{\infty} |x_{k}| \leq 1, \, \, |x_{k}| \leq \frac{m}{k} \},
\end{equation*}
then $C^{m}_{*}$ is compact in $\mathbb{R}^{\infty}$ with the norm $\|\cdot\|_{\infty}$ given above. Note that the set $C^{m}$ defined by Ari.stat below is simply $C^{m} = C^{m}_{*} \cap [0,1]^{\infty}$. Since $[0,1]^{\infty}$ is a closed subset of $\mathbb{R}^{\infty}$ with respect to $\|\cdot\|_{\infty}$, $C^{m}$ is a closed subset of $C^{m}_{*}$ and, thus, is itself compact.
To see this, first, notice that if $x \in C^{m}_{*}$, then $\|x\|_{\infty} \leq \sum_{k = 1}^{\infty} |x_{k}| \leq 1$.
To see that $C^{m}_{*}$ is compact, I will prove that any sequence in $C^{m}$ has a subsequence that converges. Suppose that $(x^{(n)})_{n \in \mathbb{N}} \subseteq C^{m}_{*}$. Since $|x^{(n)}_{k}| \leq 1$ independently of $n$ and $k$, we can employ a diagonalization argument to find a subsequence $(n_{j})_{j \in \mathbb{N}} \subseteq \mathbb{N}$ and a sequence $x \in \mathbb{R}^{\infty}$ so that, for each $k \in \mathbb{N}$, $\lim_{j \to \infty} x_{k}^{(n_{j})} = x_{k}$. In fact, we can show that $\lim_{j \to \infty} \|x^{(n_{j})} - x\|_{\infty} = 0$ must hold.
Indeed, given $\epsilon > 0$, if we choose $K_{0} \in \mathbb{N}$ such that $\frac{m}{k} \leq \epsilon/2$ for each $k \geq K_{0}$, then the inequality $\max\{|x^{(n)}_{k}|, |x_{k}|\} \leq \frac{m}{k}$ implies
\begin{equation*}
\|x^{(n_{j})} - x\|_{\infty} \leq \max \{ |x^{(n_{j})}_{1} - x_{1}|, \dots, |x^{(n_{j})}_{K_{0}} - x_{K_{0}}|, \epsilon \}.
\end{equation*}
Therefore, by pointwise convergence, $\limsup_{j \to \infty} \|x^{(n_{j})} - x\|_{\infty} \leq \epsilon$. We conclude by sending $\epsilon \to 0^{+}$.