There are tow steps,
Step 1. Create sitemap xml file and put it under Documents Gallery.
Here is one way to do it.
a. Using Office Live Site Designer creates a new page using "Site Map" template. Such as mysitemap.aspx
b. Go to http://www.xml-sitemaps.com/ , enter the url without www, Such as http://mydomain.com/mysitemap.aspx and Download un-compressed XML Sitemap,
save the file sitemap.xml. You can rename it as you want. Upload the sitemap.xml to Documents Gallery.
Step 2. Add the sitemap xml file on Search Enginee.
Example, if your sitemap xml file name is sitemap.xml, please enter,
http://olxt.com/Documents%5Csitemap.xml
DON'T put www before your domain.
The KEY is to change last "/" to "%5C"