The main cause is related to network issues. Other factors like insufficient access rights, antivirus interference, and offline game server status are responsible for Call of Duty Cold War not working.

Go to your Settings > General > Network Settings > Go offline, once you've done that, go into Black Ops Cold War, Press A to Start (Idk if its necessary), and then go back into your Network settings and then press Go online, then go back into BOCW and it should take you back to the main menu screen.