HTML - Xml Sitemaps

Hi there people, thanks for viewing the new thread about sitemap.xml

I have generated our sitemap for the website, whats all this robots.txt ?
i thought you had to create the sitemaps in xml code then just upload to your webhost directory folder as: sitemap.xml ?

is this right or wrong?

here is the sitemap by the way.

http://cdn.snapsitemap.com/sitemap/43181.xml