I suppose the theorem you want to prove is this one:
Let $(X,\Vert \cdot \Vert)$ be a Banach space. There exists a linear continuous operator $T \colon X \to X$ compact if and only if $\dim X <+\infty$.
One way (if) is clear: indeed, if $\dim X<+\infty$ then every operator $T \colon X \to X$ is compact (since its range is finite dimensional: this is a well-known sufficient condition for compactness). For example, take identity of $X$: it is bijective (obviously!) and compact.
Now, the other way (only if): suppose $T\colon X \to X$ is bijective and compact. There exists $T^{-1}$ and, moreover, it is continuous: so $TT^{-1}=\text{id}_X$ is compact, since $\mathcal K(X)$ is a closed ideal in $\mathcal L(X)$. In particular, the closure of the unit ball of $X$ is compact, hence the space $X$ is finite dimensional.
Hope this helps.