In this paper, we introduce three notions of topological entropy of a free semigroup action generated by proper maps for noncompact subsets, which extends the notions defined by Ju et al. [13] and Ma et al. [17]. By using the one-point compactification as a bridge, we study the relations of the entropies between two dynamical systems. We then introduce three skew-product transformations, and for a particular subset, the relationship between the upper capacity topological entropy of a free semigroup action generated by proper maps, and the upper capacity topological entropy of a skew-product transformation is given. As applications, we examine the multifractal spectrum of a locally compact separable metric space, and it is shown that the irregular set has full upper capacity topological entropy of a free semigroup action generated by proper maps.