The Arabic word for "why" is لـماذا (li-maa-dha). The shorter form is لـما (li-maa). Do not assume that لـما (li-maa) and لـماذا (li-maa-dha) are interchangeable. These words go at the beginning of a question just like "why" does in English. There are big differences between Arabic and English question making. In Arabic adding a question word at the beginning of a statement makes it a question. In English words have to be moved around. In Arabic no words are moved around to make a question.
Here are some examples of questions with لـماذا (limaadha):
لـماذا فعلتَ ذالك؟
limaadha fa`alta dhaalik(a)?
Why did you (guy) do that?
لماذا يحب هذه البنت؟
limaadha yuhib hadhihi 'l-bint?
li-maa-dha yoo-hihb ha-dh-i-hil-bint
Why does he like that girl?