The Atacama Large Millimeter/submillimeter Array (ALMA) SPECtroscopic Survey in the Hubble Ultra Deep Field (HUDF) is an ALMA large program that obtained a frequency scan in the 3 mm band to detect emission lines from the molecular gas in distant galaxies. Here we present our search strategy for emission lines and continuum sources in the HUDF. We compare several line search algorithms used in the literature, and critically account for the line widths of the emission line candidates when assessing significance. We identify 16 emission lines at high fidelity in our search. Comparing these sources to multiwavelength data we find that all sources have optical/ infrared counterparts. Our search also recovers candidates of lower significance that can be used statistically to derive, e.g., the CO luminosity function. We apply the same detection algorithm to obtain a sample of six 3 mm continuum sources. All of these are also detected in the 1.2 mm continuum with optical/near-infrared counterparts. We use the continuum sources to compute 3 mm number counts in the sub-millijansky regime, and find them to be higher by an order of magnitude than expected for synchrotron-dominated sources. However, the number counts are consistent with those derived at shorter wavelengths (0.85-1.3 mm) once extrapolating to 3 mm with a dust emissivity index of β=1.5, dust temperature of 35 K, and an average redshift of z=2.5. These results represent the best constraints to date on the faint end of the 3 mm number counts.