You might start by checking out the documentation.
Secondly, check out this page from the documentation, it has information on how to hide/show items in your sitemap dynamically.
I'd hightly recommend AGAINST using an external tool when you can use the dynamic abilities within Kentico. Using a static XML file isn't the best approach because your sitemap is stale the minute after you place it on the server. Kentico's adjusts whenever people make changes on the site automatically.