How to track analytics with a WordPress site under the same domain as my main site?

You have two options.

Option 1: use the same tracking code for your main website and your WordPress site. This is probably the easiest solution, and it will give you access to the same goals, user data, etc. all in one convenient location.

Option 2: use a different tracking code, so you can more easily track the two separate websites. The biggest downside is that if you want to be able to see users’ journeys across both sites, there’s a lot more setup involved; when you use two separate tracking codes, by default someone going from one site to the next will appear to be “leaving your website,” which depending on how your site is set up, may or may not be how the user experience feels.

So, if they are truly very independent sites where visitors don’t overlap much, you can use separate code, but otherwise you probably will want to just use the same code. (You have to install the tracking code on every platform you’re tracking – it’s not automatically flowing from WordPress because you haven’t told WordPress to include that tracking code.)