The install of MS Project connection needs actions than the install of OWB.
If your version is prior v12.1 you need to install the Macro as detailed in Set Up Microsoft Project with CA Clarity PPM Microsoft Project Interface in Using CA Clarity PPM with Microsoft Project
If you are in v12.1 or later and are using MS Project 2010 see
Clarity 12.1 SP1 & MSP 2010 Weird Behaviors
47844824
which has the details of the revised instructions.
Martti K.