So if I make an HD wallet and use this website it should show all of the addresses, right?
No. Read my previous post:
As far as I know, you can't see if addresses came from a HD wallet. The addresses come from the private key, and it's the private key that is created in the HD wallet.
I'm no expert, so I'd like to be corrected if I'm wrong on this.
Correct. You can't derive a list of all addresses from a HD wallet unless you have the seed/master private key.
The only problem with that website is that it can create a false positive (e.g. wallets from a singular service). One should either be careful with wallets that show hundreds/thousands of addresses, or find the exact transaction link between a group of addresses (which takes some time and analysis).