Not being able to locate the ildasm.exe tool can be solved as suggested by greencrizz but can also be specified on the command line if needed with: -Dcom.fortify.sca.IldasmPath=C:\path\to\ildasm.exe
The "No rules files found" means exactly that, there the rules have not been downloaded. These can either be downloaded with fortifyupdate from the command line, within options of an IDE plugin/AWB or manually via the Fortify Support Portal. Also note if you have access to the Fortify Support Portal, there is a Knowledge Base section which includes solutions to problems such as this.