Functions $\mathbb R^d\to \{0,1\}$ are indicator functions $f=I_{A}$ with $A=f^{-1}(\{1\})$ and continuity with respect to the Sierpiński topology precisely means that $A$ is open in $\mathbb R^d$. The topology of pointwise convergence on $C(\mathbb R^d,\{0,1\})$ is strictly coarser than the compact-open topology: Since the only interesting open set in $\{0,1\}$ is $\{1\}$ the sets $W(K)=\{I_B: K\subseteq B\}$ ($K$ compact and $B$ open in $\mathbb{R}^d$) form a base of the compact-open topology and the sets $W(E)$ with finite $E$ form base of the point-open topology (that name is probably not very common).
To show that the claim one has to find a compact set $K$ such that $W(K)$ does not contain any $W(E)$ for a finite set $E$. This is the case, e.g, for the closed unit ball $K$ in $\mathbb R^d$: For any finite $E$ take a union $B$ of smalls open balls centered at the points of $E$ so that the volume of the $B$ is strictly less than the volume of $K$. Then $I_B \in W(E) \setminus W(K)$.