An XML sitemap is a machine-readable list of your pages, normally at /sitemap.xml and mentioned in robots.txt or submitted in a search console. Each entry gives a URL and can include a last-modified date.
It helps crawling by pointing search engines at pages they might otherwise find slowly, which matters most for new, large or poorly linked sites. It does not guarantee indexing or ranking.
Keep it clean: list only canonical, indexable pages that return a normal status, leave out redirects, errors and noindexed URLs, and match your canonical URL choices. The last-modified date should change only when the page's content really changes; search engines learn to ignore dates that are always updated. Large sites split sitemaps into several files under a sitemap index.
Related: Technical SEO, Internal Linking, Search Engine Optimization.