Quand il arrive? Is also correct, isńt it?
'arriver' means 'to arrive'. As 'to come' and 'to arrive' mean something slightly different in English, so do 'arriver' and 'venir' in French.
Also, the sentence "When does he arrive?" would require t-inversion:
Is the t-inversion just for the liaison and pronunciation reasons or does it make "Quand arrive-il" (which could mean "When he comes") into a question?
Why is 'quand il vient?' not accepted?
This is an interrogatory question which, en français, works with inversion. Or you could alternatively ask: "Quand est-ce qu'il vient?"
Without inversion or the est-ce que it's like your sentence is missing the English equivalent of do/does.
how do make a hyphen, when it is not even one of the options?