By not work, do you mean the widget doesn’t appear or selecting a month doesn’t bring you to a list of articles from that month?
If it’s the latter (doesn’t bring you to the list), you likely selected the option to disable date based archives under:
Admin > SEO > Titles & Metas > Archives > Date archives
If it’s the former (widget doesn’t appear), sometimes strange behavior may be caused by a plugin or theme conflict. If you are unfamiliar with checking for conflicts, we wrote a small guide that will walk you through the steps. You can find it here: How To Check For Plugin Conflicts
Thanks. I look at Admin > SEO > Titles & Metas > Archives > Date archives.
Pat