Aimation Monatge

I have on left mouse button event to play animation montage
But it doesnt play. I dont know why

Hello, you need to use the slot nodes on your anim graph as pointed out in this video:
A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums20-_Using_Slot_Nodes_and_Branch_Points_in_UE4

That series is pretty good to get you started on anim montages, I recommend you seeing it, since it comes directly from Epic Games.