Whether or not you train them together is not as simple as yes or no. It depends a great deal on the rest of your workout and what else you are training together. There can be benefits from training opposing muscle groups at the same time. However, a lot of guys choose to hit the triceps on the same day as the chest because press motions also hit the triceps hard. Then they do back and biceps together because the pulling motions of the back exercises also hit the biceps. Once you've done your major muscle groups, compound exercises, then your triceps and biceps have already been pre-exhausted by the compounds and simple set or two for each is more then enough to get the job done. Some people instead choose to devote a day to arm work, working triceps, biceps, forearms, wrists, etc. So its not a simple yes or no answer as to what is best, it really depends on your program.
I would not recommend hitting your arms more then every other day, but you should hit them at least twice per week. Some guys hit them literally every other day for three times per week and get good results. Again this depends a lot on your program. You want to hit them hard enough to stimulate growth but not so hard that you get overuse tendinitis. The bottom line is that most ways work initially. As your arms start to grow you will want to change up the exercises and the order and rep range. In general for hypertrophy arms respond well to an 6 to 10 rep range. The arms are a muscle group that I personally lift to failure, another words until my body physically cannot lift the weight again. However, I don't do that forever, every six weeks or so I supplement in a new phase and I might focus on a 4 to 6 rep range with heavy weight, or I might focus on a 10 to 12 rep range. I think the most important thing for any muscle group is always to be providing the muscle with a progressive stimulus, in other words you want to continually being doing more work in the same or less time, either more weight or more reps, its progressive overload that makes the body grow, everything else is just opinions and methods. Progressive overload is the one universal truth of growth.
If you have specific questions let me know, without more information about your current training, giving you any more specific advice is difficult.