Where is the Sitemap XML file?

The sitemap stacks inside SEO Helper do not create XML files. The actual PHP webpage URL is what you will submit to the search engines. The sitemap code will ensure that the URL only returns the XML syntax required by search engines. 

Search engines do not care what the URL to the sitemap is, as long as the data that they receive is valid. 

You do not need to add the index.php to the URL submitted to search engines. For example, you can submit the following URL: https://www.example.com/sitemap/