Can you be specific on what system you have, what graphics card do you have, when did the issue start?
Is this a new PC? Do you see a black screen the game launches? Does the game crash or does it just close?
We can’t help you until you specifically explain the key details since not everyone has the same issue because not everyone runs Warcraft III on the same system.
What version of Windows are you using? If it’s Windows 7 or 8, you can forget about this game.
“Help! I need somebody!
Help! Not just anybody!
Help! You know I need someone, Help!” 
But seriously… is your Windows old or outdated?
Because they just stopped the support for 7 an 8.
“When I was younger, so much younger than today
I never needed anybody’s help in any way”