the Sitemap module is very much plug and play, all you need to do is add your links, save the settings and the sitemap will be displayed on your site.
The basic sitemap link provided is at /index.php?m=sitemap. This will function as a valid sitemap for all purposes, but you may wish to use a more friendly and expected url like sitemal.xml.
This can help with auto discovery by crawlers and negates the need to provide the sitemap link in your robots.txt file...