How to creat site map to website + its subdomain in 1 file?

i have website and this website have a subdomain, its sit in the same location and i want to have 1 site map to both of them, how i do it with A1 SG ?

You have to scan them separately.

The original reason is that Google did not (and still doesn't) allow mixing domains in XML sitemap files:
http://www.microsystools.com/products/sitemap-generator/help/multiple-domains-xml-sitemaps/

If you have many subdomains, I may soon support a method from command-line where you fast can set A1SG to scan lots of different sites. (But still create a sitemap for each site/domain.)

Normally you will simply create one sitemap per domain/subdomain and follow same procedure in Google Webmaster Tools for submitting them. In my opinion that is the most easy method. But you can also look into Sitemaps & Cross Submits (link takes you to official sitemaps protocol page)