I haven’t tested it that way myself, but if you are able to run WordPress and other features that use ajax, it should normally work. For example, if you can save Wordfence options without any error, and they’re still there when you reload the page, then ajax should be working correctly.
You might try disabling other plugins temporarily, and switching to one of the default themes like twentyfourteen, and see if the scan runs then.
You also could try turning on the option “Enable debugging mode” near the bottom of the Wordfence options page, and then try running a scan again. There will be more details in the Scan Detailed Activity box this way, which may help narrow down the issue.
If the host you are using is running Windows, we have heard of some issues on Windows, and it is not an officially supported platform, but we have heard of people running it successfully, too.
-Matt R
