Pakistan were forced to ward off a challenge from Darren Bravo, whose pugnacious 116 gave the West Indies hopes of an upset before ultimately losing by 56 runs in the last hour on the fifth and final day.
That gave Pakistan a 1-0 lead in the three-match series, but Arthur urged his team not to lose their edge ahead of Friday's second Test.
"I think West Indies will come down hard on us considering their exceptional fight in Dubai," Arthur told AFP.
Pakistan had amassed 579 for 3 declared in their first innings, with opener Azhar Ali smashing 302 not out, but were then dismantled by leg-spinner Devendra Bishoo whose 8-49 bundled them out for a mere 123 second time round.
Arthur said Pakistan allowed the West Indies to claw their way back in the Test, just the second ever day-night Test played with a pink ball.
"I am disappointed with the batting in the second innings," said Arthur. "We allowed West Indies to come back into the game but sometimes it's good that you learn and make sure that it doesn't happen again," he said.
"I am confident that if we keep growing and keep learning then it's good," said Arthur, who replaced former Pakistan fast bowler Waqar Younis as coach in May this year.
"We have won 10 games since the Cardiff match (ODI) and if you include the Test at The Oval that is in three different formats and that gives you confidence, and players are learning and that's a real good feeling in the dressing room," said Arthur.
- Amir key to future -
Arthur said fast bowler Mohammad Amir -- who returned to international cricket in January after a five-year ban for spot-fixing -- has a role to play in all formats.
"His return has been steady and I think he is getting better and better. His pace was up and I am comfortable that he is going to play a massive role going forward," Arthur said of Amir, who took 3-63 in the second innings in Dubai.
Arthur also said Pakistan are improving their fitness, an area regarded as the weakest at international level.
"I am really happy with the fitness of the players," said Arthur. "We still have a lot of work to do and that's good."
"It's excellent for any team that you have a good bench strength. We want competition to be created within the team because it's challenging the players and I don't want comfort zones in the team, so we are heading in the right direction."
The third and final Test will be played in Sharjah from October 30-November 3.
Disclaimer: No Business Standard Journalist was involved in creation of this content
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