I agree - I always use however at the beginning of the sentence!

Yes, you can use 'however' at the beginning of a sentence. Unfortunately, your example is not very good. You can re-word it like this: "However hard Salim studied, he did not succeed." or "However, although Salim studied hard, he did not succeeed."

Yes, you can use it even in the middle & end of the sentence. Also, take note of where to place the punctuation mark comma (,) when using "however" since it can be defined as: 1. By contrast; on the other hand: "the first part was easy; the second, however, took hours" 2. In whatever way or manner: "however he did it, it was very clever" :)