What model is your projector? If it doesn’t have HDMI ARC, you need to run the TV Setup process in the Sonos app while the Beam is connected to a TV with HDMI ARC first. When that has been completed, you can reconnect the Beam to the Arcana.

Ok thank you! I thought the Arcana HDMI is supposed to make TV setup possible. 

Any idea what the easiest way is to get a TV to do this process, except asking a friend? 

If you don’t own a TV with HDMI ARC, you could take the Beam to a friend or family member’s house and connect it to the TV’s HDMI ARC port and run the TV Setup process. Be sure that CEC is enabled in the TV settings.
 

From the Arcana manual:

I cannot get any sound to a brand new/never used SONOS Arc from any source at Arcana input when Arcana is connected to a non CEC capable projector/monitor or display
In order to get audio from any sources at Arcana input, users of brand new/never used SONOS Arc must go through the APP setup process while connected to a CEC capable display, if you never when through the SONOS APP setup process with your SONOS Arc soundbar yet, please connect it to any HDMI display that offer CEC support and complete the SONOS APP setup process, once done you can connect it back in your setup with a non CEC capable display, monitor or TV and you will be able to get Full Audio from any source to SONOS Arc as expected. This SONOS restriction requires such initial setup first with CEC capable display. If your SONOS Arc has been setup before, then there is no need to set it up again after Arcana is connected and you can just proceed normally.