Once you have your xml sitemap built or updated you need to submit to the search engines so they find you sooner rather than later.
Google has the easiest, most user friendly and documented procedures. You first sign up for a Google webmaster account (using your current Google ID if you have one.) Then you follow the procedures on this Google Web Page. Google will tell you within usually 24 hours if your Sitemap passed the test. If so then you can proceed to send to the other search engines.
Submitting to Bing is basically the same type of procedure. Bing does have some tools to monitor your site where you can monitor how your site does through the various search tools.
Yahoo's site is located at this link. Yahoo will notifyyou when your site has been accepted under your "My Sites" tab.
Sitemaps should be submitted anytime you make a change to your site.