A theory with a finite number of axioms can easily have only infinite models. One of the simplest examples is the theory of densely ordered sets. The language (over te predicate calculus with equality) has a single binary predicate symbol $R$. For the sake of familiarity we write $X\lt y$ instead of $R(x,y)$.
The axioms say that $\lt$ is a total order, which is dense. The total order axioms say that for all $x$ and $y$, exactly one of $x\lt y$, $y\lt x$, and $x=y$ holds, and that $x\lt y$ and $y\lt z$ implies $x\lt z$. In addition to the usual axioms for total order, we ask that there is more than one element, and that for any $x$ and $y$ there is a $z$ such that $x\lt z$ and $z\lt y$. This theory only has infinite models.
Or else we can use the basic theory of the successor function. Beside the usual symbols of first-order logic with equality, the language has a constant symbol $0$, and a unary function symbol $S$. The axioms say that for all $x$, $Sx\ne x$, that $0$ is not the successor of anything, and that every $x$ except $0$ has a unique predecessor. This is far simpler than Robinson Arithmetic, but only has infinite models.
There are much more complicated examples. For instance, the von Neumann- Gödel-Bernays set theory (NBG) is finitely axiomatized.