Bootgen does not auto-populate the FSBL or BIT in SDK 2014.2.
To work around this issue, follow the instructions in the README file in the attached ZIP.
Once the patch is installed the steps below can be followed to create the Image:
Highlight the FSBL and either right click and select "Create Boot Image", or in the menu select Xilinx Tools > Create Boot Image.
The FSBL ELF and the BIT should be auto-populated as in the screen capture below: