When I try to scan this wordpress site http://urbancadence.com/, the program looks like it is scanning and flashes something and I hear a ding but then the analyze website tab doesn't have any files or paths listed. I also sellected the wordpress template in the quick scan.  What could be the problem?

You are using robots noindex + robots nofollow on your website.

Check the source code of http://urbancadence.com:
<meta name='robots' content='noindex,nofollow' />

Naturally, A1 Sitemap Generator defaults to obey such instructions

For more information, see the sitemap generator help about robots.txt, canonical, nofollow, noindex etc. (also explains how to make A1SG ignore e.g. nofollow and noindex.

(If you want to make A1SG ignore the nofollow/noindex instructions after reading above help page, make sure to switch off easy mode, so you can see all the options.)