Hello,
what do you mean by "whole website"? Do you mean clicking on all links on the website to verify that they all work? WPM does not have any automated mode, all actions that you record have to be done by you in the Recorder. You can manually click on all links on your website and record it all in single transaction, but keep in mind that whole transaction fails after first error. If you have 10 links and 2nd navigation fails, remaining 8 will not be evaluated.