An XML Sitemap is a way of ensuring that search engines will know where to find all your site pages in order to crawl them. Google has this to say on the matter:
"Sitemaps are a way to tell Google about pages on your site we might not otherwise discover. In its simplest terms, a XML Sitemap—usually called Sitemap, with a capital S—is a list of the pages on your website. Creating and submitting a Sitemap helps make sure that Google knows about all the pages on your site, including URLs that may not be discoverable by Google’s normal crawling process
While a small website with only a few pages may get away without having an XML Sitemap, a larger one with a more complex structure should certainly have one. As creating a sitemap is quite simple, I add one to every site I make.
Websites such as: http://www.xml-sitemaps.com/
will create a downloadable sitemap for free. You upload it to the root folder of your domain, and add the sitemap URL to your Google Webmasters.
Anyone using Wordpress will have a XML Sitemap made within the Yoast SEO
plugin. There are also many other XML generator plugins available.
Hope that helps.