1. Can ScanMyPage scan the whole sitemap page automatically or need to highlight individual page (one link)?

Ans: One link at a time. It monitors the final rendered web pages as seen by the viewer on the browser.

Ability to scan the whole sitemap automatically will be provided in the next feature release.

2. Can ScanMyPage able to monitor pages that is reside in intranet?

Ans: Unfortunately NO. ScanMyPage is cloud based website monitoring service and it requires internet to operate which means your web pages have to be public.