Infinite simplicial complexes are standard and useful things. I'm not sure what kinds of detail you want to know, but there's not too much to say, other than that finite simplicial complexes are compact and infinite simplicial complexes are noncompact. There is nothing in the definition of a simplicial complex that requires finiteness, so any reference about general simplicial complexes applies just as well to the infinite case as to the finite case.
Infinite simplicial complexes occur naturally, for example, in the proof of the triangulation theorems for surfaces and for 3-manifolds --- see the book of E. E. Moise, or Hatcher's article. Those theorems, by the way, apply to noncompact manifolds as well as compact manifolds. As said above, in the noncompact case the complex is infinite; in the compact case it is finite. In fact, the noncompact case of these theorems is an ineluctable part of the proof of the compact case.
I am also aware of a few special places in the mathematical literature where one studies a space $X$ by showing that it is homeomorphic to a space of the form $K-L$ where $K$ is a simplicial complex and $L$ is a subcomplex. The example closest to my own work is the outer space of a finite rank free group. A very, very important special case, familiar to many different branches of mathematics, is the modular diagram for $SL(2,\mathbb{Z})$ (aka the modular group). That diagram is a tiling of the hyperbolic plane of the form $K-L$ where $K$ is a certain infinite simplicial 2-complex and $L$ is the 0-simplices of $K$.