Before you can use Arnold in Maya, you will need to download and install the MtoA plug-in and then configure Maya to use it.
Note that there is one plug-in for each supported version of Maya for each supported operating system:
- Windows 64 bit
- Linux 64 bit
- Mac OS X (64 bit 10.7 Lion or later)
There is also a troubleshooting page.
A video showing the installation process can be found here.