Sitemap - Wordpress site on subdomain

Im trying to get a definite answer regarding the issue. I have an html website which contains a Wordpress blog under it in a subdomain as a folder.

I currently have site map on both the html site and the blog itself. Is that the way to go ? I have also noticed that the sitemap on the html site doesn't include any of my pages/posts from the blog, should it include them as well?