NTS every Cauchy sequence {un}∈C∞(X) has a limit in C∞(X).
Let {un} be a Cauchy sequence in C∞(X). Then for all ϵ>0 there exists N∈N such that for all n,m≥N, ∣∣un−um∣∣∞<ϵ.
In particular, ∃N0∈N such that for all m,n≥N0,∣∣un−um∣∣∞<1. Then for all n≥N0, we have
\lvert \lvert u_{n} \rvert \rvert _{\infty}&\leq \lvert \lvert u_{n} - u_{N_{0}} \rvert \rvert _{\infty}+ \lvert \lvert u_{N_{0}} \rvert \rvert _{\infty} \\
&< 1 + \lvert \lvert u_{N_{0}} \rvert \rvert
\end{align}$$
And therefore for all $n \in \mathbb{N}$, we have
$$\begin{align}
\lvert \lvert u_{n} \rvert \rvert _{\infty}&\leq \lvert \lvert u_{1} \rvert \rvert_{\infty} + \lvert \lvert u_{2} \rvert \rvert _{\infty}+ \dots + \lvert \lvert u_{N_{0}} \rvert \rvert_{\infty} + 1 \\
&= B
\end{align}$$
Since for all $x \in X$ we have $\lvert u_{n}(x)-u_{m}(x) \rvert \leq \lvert \lvert u_{n} - u_{m} \rvert \rvert_{\infty}$, we have that
for each $x \in X$, the sequence$\{ u_{n}(x) \}$ is a Cauchy sequence. And since $\mathbb{C}$ is complete, its limit is in $\mathbb{C}$.
(*define a candidate limiting function*)
Define $u: X \to \mathbb{C}, \quad u(x) = \lim_{ n \to \infty } u_{n}(x)$
Then for all $x \in X$,
$$\lvert u_{n}(x) \rvert = \lim_{ n \to \infty } \lvert u_{n}(x) \rvert \leq B \implies \sup_{x \in X}\lvert u(x) \rvert \leq B$$
thus $u$ is a bounded function.
Finally, we need to show continuity and convergence.
$$\lvert \lvert u -u_{n} \rvert \rvert_{\infty} \to 0$$
Let $\epsilon >0$. Since $\{ u_{n} \}$ is Cauchy in $C_{\infty}(X)$, there exists some $N_{1} \in \mathbb{N}$ such that $\forall n,m \geq N$ we have $\lvert \lvert u_{n} - u_{m} \rvert \rvert_{\infty} < \frac{\epsilon}{2}$.
So for any fixed $x \in X$, we have
$$\lvert u_{n}(x) -u_{m}(x) \rvert \leq \lvert \lvert u_{n} - u_{m} \rvert \rvert_{\infty} < \frac{\epsilon}{2}$$
Thus as $m \to \infty$, we have for all $n \geq N_{1}$ and each $x \in X$,
$$\lvert u_{n}(x) - u(x) \rvert \leq \frac{\epsilon}{2} < \epsilon$$
Thus we have $\lvert \lvert u_{n} - u \rvert \rvert_{\infty} \to 0$ and this implies that $u_{n} \to u$ uniformly on $X$. And because each $u_{n}$ is continuous, this implies that the limit $u$ is also continuous.
Thus, $u \in C_{\infty}(X)$ and $u_{n} \to u \in C_{\infty}(X)$, thus $C_{\infty}(X)$ is complete and therefore a [[Concept Wiki/Banach space]].
NOTE
the approach for this proof is basically the same as any proof to show that something is a Banach space.