A site map (or sitemap) is a list of pages of a web site accessible to crawlers or users. It can be either a document in any form used as a planning tool for web design, or a web page that lists the pages on a web site, typically organized in hierarchical fashion. This helps visitors and search engine bots find pages on the site. You can check full information about sitemap at wikipedia.
A Sitemap is an XML file that lists URLs for a site along with additional metadata about each URL (when it was last updated, how often it usually changes, and how important it is, relative to other URLs in the site) so that search engines can more intelligently crawl the site.
You can create sitemap file from your website/blog with xml editor or use software. If you want get software for create sitemap file, you can check this address :
For example, I use G-Mapper to create sitemap from my website. Fill that form and generate sitemap.
This process will generate sitemap file for you. After process complete, you can copy that output file (sitemap.xml.gz) to your website directory. By having a sitemap you can register with Google, Yahoo and Bing and get detailed analysis of your website performance and advice on how to improve it. From this site, you can automatic notify google, yahoo, bing, and ask.com about your update site. If you want to add your site to search engine (google, yahoo, bing, and ask.com), you can check this address.