Usually the sitemap.xml file is saved in the root folder of your domain e.g. www.domain.com/sitemap.xml. Some websites, however, use different URLs for their sitemap.xml files to hide them from their competitors. In this case, you should manually send your sitemap to search engines to make sure the sitemaps can be found by their crawler bots. In your "Crawler-Settings" you can also enter your sitemaps.xml URL.
Here is an interesting link about Common SEO Mistakes and How You Can Fix Them.