Using ZAP (Zed Attack Proxy)

Steps:
Download the Installer: link
Install It and Open the Application

Add Dependency in Selenium (POM.XML)

Check the local host:

Add the specific Key to the script: (How to open the API_KEY: Open ZAP → Tools → Options → API → API Key.)
Add the specifics to the scripts and run the script.
The report generated and added to the given destination folder.

Detailed,


You can also generate it as a PDF File and also open locally.
Thus, you can do penetration testing for website security.