As per docs
Once this is configured, the site map can be generated by requesting a page of the configured resource type with the selector
sitemapand the extension
That means it is not generating/creating xml files in repository but on run time responding with sitemap xml content, that means when you hit sitemap.xml , a servlet is being invoked which process paths to generate sitemap xml and respond back with content.
How to render sitemap component in page?
you can render sitemap without creating dedicated component, you just need to provide resource type of your page from there you want to generate sitemap. For more info you can check below: