Have you got a folder in your site root 'googlesitemaps'. Also ensure that folder has a _config file.
sitemap.xml is not a file, SilverStripe listens for the sitemap.xml URL and if someone requests it sends them to the GoogleSitemap class. (http://open.silverstripe.org/browser/modules/googlesitemaps/trunk/_config.php).
If you don't have mod_rewrite installed then the url would be index.php/sitemap.xml