Could you find the Bluetooth of uArm on the Bluetooth list of your andriod device?
If no, please check how to enable the bluetooth on page 11 this doc: http://download.ufactory.cc/docs/en/Swift-Quick-Start-Guide-180103.pdf
If you could find the uArm bluetooth on the on the Bluetooth list of your andriod device, before you connect the uArm, you have to enable the GPS(location service) of your phone and allow the uArm Play App to use Bluetooth and Location service. Or if you have an iOS device, it will be easy, just connect the bluetooth on your iPhone.
If the trouble shootings above dose not work, please shoot a video our provide some images/screenshoots to let us know what happened.