Here is an equivalent definition. The space S is locally compact iff the open sets with compact closures form a base. Let's take the forward direction first.
Intersect two open sets with compact closures, and the closure of the intersection lies in the closure of the first open set. A closed subspace of a compact set is compact, so the intersection of two base sets is another base set.
Now consider a point x in an arbitrary open set W. Surround x with an open set in W whose closure is compact. Thus all of W is covered with base sets, and we really do have a base.
conversely, let the open sets with compact closures form a base for the topology. Any point p is part of the entire space, which is open, hence p is covered by a base set. This meets the definition of locally compact.
The space Ej is a complete metric space that is not locally compact. Let p be the origin and imagine an open set about p with compact closure. Inside this set is a ball of radius ε, which also has compact closure. Rescale everything, so the ball has radius 3. We showed this ball is not totally bounded, which is a requirement for compactness, hence Ej is not locally compact.