O maven executa o comando normalmente, mas o arquivo não é gerado.
mvn pmd:pmd
[INFO] Scanning for projects...
[INFO]
[INFO] ------------------------------------------------------------------------
[INFO] Building produtos 1.0-SNAPSHOT
[INFO] ------------------------------------------------------------------------
[INFO]
[INFO] --- maven-pmd-plugin:3.8:pmd (default-cli) @ produtos ---
[WARNING] Unable to locate Source XRef to link to - DISABLED
[WARNING] File encoding has not been set, using platform encoding Cp1252, i.e. build is platform dependent!
[INFO] ------------------------------------------------------------------------
[INFO] BUILD SUCCESS
[INFO] ------------------------------------------------------------------------
[INFO] Total time: 1.571 s
[INFO] Finished at: 2017-12-08T22:15:27-03:00
[INFO] Final Memory: 16M/240M
[INFO] ------------------------------------------------------------------------