Hi,
Like everything else, you need to handle it on your own. You must implement logic for getting all relevant pages for sitemap, generate XML and tweak routing to resolve sitemap.xml route. Really good post about implementing sitemap can be found on this link:
https://www.mcbeev.com/Blog/December-2018/How-to-Create-XML-Sitemap-Kentico-12-MVC
Best regards,
Dragoljub