XML Sitemap

This is a road map of your website especially designed for search engine spiders and generally not seen by human visitors.
If you’re into detail read more here

The XML Sitemap guides to search engines which pages to ‘index’ or record in their database, along with optional information such as priorities, dated last updated etc.
The XML sitemap is typically stored as <your web address>/sitemap.xml but file name this is not mandated.
Robots.txt can optionally direct the search engine spider to the sitemap.

Ideally the XML Sitemap is created by your website’s Content Management System (CMS) so you don’t have to remember to update it when you edit and add content.
There are plugins to do this for WordPress (XML Google Site Map Plugin by Arne Brachhold is a fav)  as well for Joomla etc

If you have a flat HTML site, or your CMS doesnt provide an XML Sitemap plugin there are some great tools that you can use to manually build the sitemap eg: