If a metric $d$ on $\mathbb R^n$ is induced by a norm, then the metric space $(\mathbb R^n,d)$ is unbounded and therefore cannot be compact (I interpret _bicompact_ as an old-fashioned term for _compact_ ). Indeed, take any nonzero vector $v$ and positive number $t$: then $$ d(tv,0)=\|tv\|=t\|v\| $$ and this tends to infinity as $t\to\infty$.
Thus, any metric with respect to which $\mathbb R^n$ is compact is _not_ induced by a norm.
Also, any such metric must be incompatible with the standard topology on $\mathbb R^n$, since compactness is a topological invariant. This makes it hard to come up with any natural examples.
But it's easy to come up with non-natural examples. There is a bijection $f:\mathbb R^n\to [0,1]$, since both sets have cardinality continuum. Then define $$ d(x,y) = |f(x)-f(y)|,\quad x,y\in\mathbb R^n $$ The metric space $(\mathbb R^n,d)$ is compact, since the correspondence $x\mapsto f(x)$ is now an isometry.