Using MOSFET as switch
THE link you provided shows part with vgs=10v.

Vgs means voltage required across gate terminal and source terminal in order for the fet to turn fully on.  In this case it's 10v.

The arduino probably outputs 3.3v which is not enough to turn the mosfet on (3.3v is less than 10v).

Mosfet come in different varieties.

Get a logic level mosfet with a vds_on of 3.3v or less.