It refers to the map of your site which shows the detailed structure of your site like its different sections and the links which connect them. The role of site map is to help users and search engines find information on your site.
A site map can be a static HTML file or an XML file. Sitemaps based on HTML file are traditional sitemaps. They were designed to outline the first and second level structure of a site so that users can easily find information on the site. These are mainly concerned with users.
On the other hand, XML sitemap is primarily designed for the search engines. It includes all the activities of a site like along with the main URL it contains all other URLs with their meta data. It also tells how important a URL is, when it was last updated, its relation with the site, etc.