Site map is the page contains all the URL of a website that helps robots to crawl all the pages. Google or other search engines cannot visit all the pages if the website contains many pages. So to inform crawler about all the pages, xml sitemap is useful.

This file inform crawler when the pages was last modified,

and how it is important by priority. There are many free tools available where you can create sitemap in xml format. One of the most popular is xml-sitemaps.com. Further you can validate it using xml validator.

Some hosting companies provide this utilitiy to create xml sitemap. Must check this utility in web control panel and create sitemap. Upload the xml file in the root folder. Its path should be mywebsite.com/sitemapfilename.xml. Also add one line in the robots.txt. MSN will crawl site map directly from here :

User-agent: *
Sitemap: mywebsite.com/sitemapfilename.xml
Disallow: /abc/ (abc is the directory name that will not crawl by search engine.)

You can submit your site in yahoo from here siteexplorer.search.yahoo.com. Yahoo provides further instructions how to include sitemap and other help. It will tell you to add html file that contains authentication key inside the file. Follow the instruction, upload the file and it will be verified within 24 hrs. You must have yahoo id to add site map. Same time include xml sitemap by clicking on the managing button.

For google, go to here Google Webmaster. Login and verify your ownership first. Read the further instruction and then add the xml sitemap file.