Sitemaps are there for the benefit of both our human and not so human visitor.
For the Spiders they are a ‘pointer’ as to where to find pages on the site. It’s very likely that spiders will, through your internal linking find all the pages, but it’s better to cut down on the hit and miss and give the spiders a road map of where your pages are.
Most CMS have plugins or widgets to help you draw up a sitemap. If they don’t there are plenty of places on the net what will do it for you automatically, like xml-sitemaps for example. You simply leave the resultant file on the root of your site and then nudge Google through Webmaster Tools that the map is available.
There are plenty of reasons that this file is fairly important.
Firstly it determines the canonical versions of your site, whether you’ve opted for www or non www.
If you can, try and use a sitemap generator that supplies a ‘last modified’ stamp – the actual time/date that the pages were modified. If that’s in your sitemap, it indicates to Google the pages that should be given a priority as they have been recently created or amended. As Google only assigns a certain amount of time to each site at each pass, it important you nudge the spiders in the right direction.
Taking a URL out of a sitemap will not spare it from being indexed. If you don’t want a pages indexed, block it off in your robots.txt file. This is not a go/no-go file in terms of what can be indexed.