I use services like
Or screaming frog
But I notice that all the URL that are dynamic added. ( dmx-bind:href ), Spiders never crawl them. Is any reason or something I am doing wrong?
You could ask the Author of this Dreamweaver extension how this is done. 
Spiders do crawl them without any issue as long as you have configured everything correctly, you can check your pages with Google's Rich Results Test.
With regards to the site map you will need to create this yourself (create a template holder for the XML fields and use a repeat to populate it from the database, assuming you have your pages or the routes to them stored, which is how we do it), then we open the page in a browser and voila one sitemap.xml file:
Or pay for the full version of Screaming Frog...
What does mean you have configured everything correctly?? What kind of error can I have ??
Not necessarily an error but more to do with rendering of dynamic content, ie, the head content and its meta entries such as title and description. Are these rendering correctly in the Rich Results test?