I have mostly PHP pages on the web server but there are few HTM pages in the same directory.
The issue is that after the scan under "Analyze website" tab, only PHP pages are visible,
so at this moment I am unable to build a sitemap with both files types.

Please provide website address that is causing problems. A1 Sitemap Generator does not favour any file type over the other (and defaults to accept somewhere around 30, but it's configurable) so something else is doing it. I will be happy to take a look

If you don't want to post your website address, please P/M or email it!

Since you have not emailed or P/M'ed me, I will just list some reasons I can think of which other people will benefit from:

Make sure you have not noindex, nofollow, robotos.txt  or similar excluded the pages/links
http://www.microsystools.com/products/sitemap-generator/help/sitemap-robots-noindex-nofollow/

If you use Javascript, make sure to enable Javascript support.

thank you anyway since everything works fine now, the issue was that I haven't created links to landing pages with videos