Sitemap settings affect SEO discovery of your pages. The static site generator creates sitemap.xml at publish time.
Where to find it

Open Project Setting → Site Builder tab.
Include non-indexable pages
Enable or disable Include non-indexable pages in sitemap. Pages with Do not index in SEO settings are excluded by default. Pages with a custom canonical URL may also be excluded.
See Generator and publish troubleshooting for other generated files.