Ok, thanks for the added information.
Need to look at your other switch box, all the wires in that box, and post them back here.
The timer you have, requires a neutral for operation and with only the 3 wires you have in that switch box, it doesnt have one.
The 3 wires are only for power, so you will have to some some rewiring at the other switch box, EVEN if it is possible.
The other switch may only have 2 cables and wired in a way that this timer will not work on the setup and need to get one that wires differently.
We see this quite often on homes.
1. Look at the other switch for this light and get the count and colors of the wires.
2. See if there is a white in the box, that is connected to a black wire and capped off or make notes of how all the wiring in that box is made up.
Let me know