A sitemap helps on large sites, on new sites with few inbound links, and wherever pages are hard to reach through navigation. It lives at a known address, often /sitemap.xml, is declared in robots.txt and submitted in Search Console, which then reports how many of its URLs were indexed.
A good sitemap lists only pages worth indexing: canonical, returning 200, not blocked by noindex. Listing thin or duplicate pages does not get them indexed and makes the file noisier. Large sites split it into an index pointing at one sitemap per section.