While submitting your Sitemap to search engines (such as Google and Yahoo!) is not necessary, it does enable you to get more information about your store from search engine webmaster tools such as the Google Webmaster tools and Yahoo! Site Explorer.
Once you have enabled the Sitemap feature and published the Store Editor (to generate the sitemap.xml file), you can then submit your Sitemap file to Google and Yahoo!; at this time MSN does not have a feature for submitting a sitemap. You will need to copy the link to your Sitemap file and then go to the search engines to add the Sitemap.
To add your sitemap to Google:
To add your sitemap to Yahoo!:
You may also wish to authenticate your site with Yahoo! Site Explorer if you have not already done so.
Google Sitemap Help