You don't need to show that $f$ is closed.
Let $y \in Y$. Since the fiber $f^{-1}(y)$ is compact, then it is closed because $X$ is Hausdorff, also, since $f^{-1}(y)$ is finite, then it is discrete.
Say $f^{-1}(y) = \{x_1, x_2, \dots, x_n\}$, then by the Hausdorff property of $X$, we can find open sets $\{U_1, U_2, \dots, U_n\}$ such that $x_i \in U_i$ and $U_i \cap U_j = \phi$ for each $i \neq j$.
Since $f$ is a local homeomorphism, we can find for each $x_i$ an open neighborhood $V_i$ such that $f(V_i)$ is an open neighborhood of $y$ and that the restriction $f|_{V_i}$ is a homeomorphism.
This implies that $W_i = U_i\cap V_i$ is an open neighborhood of $x_i$ for all $i$ and that $f(W_i)$ is an open neighborhood of $y$ from the fact that $f|_{V_i}$ is a homeomorphism, and thus, maps open sets in the subspace $V_i$ (each $W_i$ is an open set in the subspace $V_i$) to open sets in the subspace $f(V_i)$ which are also open sets in $Y$. Also, each $f|_{W_i}$ is a homeomorphism.
Therefore, $B = \bigcap\limits_{i}^{n}f(W_{i})$ is an open neighborhood of $y$.
Moreover, let $A_i = f^{-1}|_{W_i}(B) = W_i \cap f^{-1}(B)$. Since $f|_{W_i}$ is a homeomorphism onto $f(W_i)$, then it is also a surjection and an injection, and from the fact that $A_i \subseteq W_i$, $f(A_i) = f|_{W_i}(A_i) = B$. So each $A_i$ is mapped homeomoprhically to $B$.
Also, $x_i \in A_i$ for all $i$, and thus, $f^{-1}(y) \subseteq \bigcup\limits_{i}^{n}A_i$. Hence, $\{y\} = f(f^{-1}(y)) \subseteq f(\bigcup\limits_{i}^{n}A_i) = \bigcup\limits_{i}^{n}f(A_i) = B$. In other words, $B$ is a neighborhood of $y$.
The problem now is that we are not sure whether
$f^{-1}(B)$ is contained in $\bigcup\limits_{i}^{n}A_i$.
Let $x' \in f^{-1}(B)$, then $f(x') = y' \in B$. Therefore, $y' \in f(W_i)$ for all $i$. Hence, we can find $x'_i$ in each $W_i$ such that $f(x'_i) = y'$. Using the fact that $|f^{-1}(y_1)| = |f^{-1}(y_2)|$ for all $y_1 \neq y_2$ and that $|f^{-1}(y)| = n$, we conclude that $f^{-1}(y')=\{x'_1, x'_2, \dots, x'_n\} \subseteq \bigcup\limits_{i}^{n}A_i$. But $x'$ must be one of $\{x'_1, x'_2, \dots, x'_n\}$, and thus, $x' \in \bigcup\limits_{i}^{n}A_i$ which completes the proof.