Car engine won't start ,theft light is blinking ,and clicking noise

Well I was at the store i Turned on my car and i see
the car w lock light comes on w clicking noise. I
checked fuses & cables.. Battery is good. I tried
everything... When I put the key in ignition to 'ON'
the car lights all turn on and car unlocks locks
itself. But engine wont start. & after hours Now my
car is dead. This is the first time . someone help!