I have dark spots under my arm and it itches sometimes.

Could be anything: This could be a simple fungal infection, dermatitis or something serious such as a melanoma. See your doctor for a proper skin examination / dermoscopy to get a definite diagnosis. It is difficult to tell what it is without having a good look at the spots

Pus?: If they look like pimples, this may be from an inflammation or infection of the sweat glands (often involves the groin areas as well) or from an allergic contact reaction(which usually itches often) to deodorant.

Dark spots on arms: This could be anything like eczema , blocked skin gland, rashes associated with diabetes and other hormonal problems ( acanthuses nigricans ) or skin cancers like melanoma. Need examination before a diagnosis can be made, please consult your doctor.