To show your site map in your site, you need to create a menu item pointing to Xmap component in your desired menu.
Xmap generates the site map based on your menus structure. So, if your component XYZ is not listed in any menu, Xmap won't include it. Create a menu item pointing to your component in any of the menus INCLUDED in your site map.
The XML sitemap is generated dynamically every time it's URL is accessed. You can see what the URL to your XML sitemap is in your Xmap preferences: in the backend, go to Components -> Xmap and select preferences at the Options menu, in the upper-right corner of the site map.
Almost every component generates links to its own content. The Corresponding Xmap extensions make it possible to expand each of those components content in your site map view.
In our downloads section you can find many extensions. If you are having trouble finding the ones you need, maybe a search in Google could help you.
There is a section dedicated to Xmap in Joomla Extension Directory.
Sitemaps are an easy way for webmasters to inform search engines about pages on their sites that are available for crawling. In its simplest form, a Sitemap is an XML file that lists URLs for a site along with additional metadata about each URL (when it was last updated, how often it usually changes, and how important it is, relative to other URLs in the site) so that search engines can more intelligently crawl the site.
More info: https://www.sitemaps.org/
The priority is the way you can tell the crawlers which pages of YOUR site are more important to you. This doesn't affect in any way your pages against the pages of others sites.
Xmaps provides an easy way to exclude any item from the site map with just one click. To do that just make sure you are logged in as Super Administrator in your frontend and then visit your site map (HTML format), search the element you want to exclude from it and then click over the green check.