A1 Sitemap Generator defaults to list
normal website page URLs
PDF file URLs
But you can add the types you want in "Output filters" (!)
But actually, there's an easier way... In "Scan website" there's a "Quick presets" button. Assuming you are using a recent version (otherwise download 3.5.1) you can click the "add document files" (at bottom of the menu) Then rescan website and recreate e.g. XML sitemap.
It has been quite a while since I last updated the sitemap examples, but I will get it done tomorrow