Can we have why it won't work? It's brilliant to say 'it won't work' do you get an error message? Does it stop responding? Does it crash? How can you expect help when you won't give the basic information?
Try verifying integrity of game cache in your steam library (right click Arma >properties> local files> verify)
if that fails, exit steam, right click and run as admin
if that fails make sure you have updated graphics drivers
restart your PC and run steam as admin again
if it still won't work go to your local Arma 3 files and delete a random file, verify integrity and try play again.