Xmap is easily installed as any Joomla component. That should be done through your site's backend.
Navigate to the Joomla administrator login page:
Once you log in, you should open the Extensions -> Extension Manager section and click on the [Browse..] button in the Upload Package File section. Navigate to the same Xmap file you have downloaded earlier and select it. Then click on the [Uploap & Install] button to start the installation.
At the end you will see a notification that the component integration was successfully completed.
At this point, Xmap is installed now you need to create your first sitemap and publish the extensions you want to use.