How do I make the DoTA 2 map work in Source Filmmaker?
Its hard to say what exactly is the issue without an error message.
Maybe you haven't properly exported the maps and or setup SFM for Dota 2 content. There is a nice guide here that goes through the whole process step by step.

You also want to check the cache and local file for both SFM and Dota 2, if an error gets detected re-export the Dota 2 content afterwards.