Hi Pntglobal,
Are you using a CMS? If so, it is generally best to use a plugin for it as the sitemap will be automatically updated that way. Otherwise you will need to manually create the XML file yourself. I use a WordPress plugin to create mine.
If you want to create your own, then the easiest way to learn IMO is to take a look at some existing ones. Find the sitemaps for some popular sites and see how they coded theirs. Remember that XML is a very strict format and you can't have any coding errors unlike with HTML, otherwise your XML file will not be read.
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