Usually you'll use an HTTP Handler for this. Given a request for...
http://www.yoursite.com/sitemap.axd
...your handler will respond with a formatted XML sitemap. Whether that sitemap is generated on the fly, from a database, or some other method is up to the HTTP Handler implementation.
Here's roughly what it would look like:
void IHttpHandler.ProcessRequest(HttpContext context)
{
//
// Important to return qualified XML (text/xml) for sitemaps
//
context.Response.ClearHeaders();
context.Response.ClearContent();
context.Response.ContentType = "text/xml";
//
// Create an XML writer
//
XmlTextWriter writer = new XmlTextWriter(context.Response.Output);
writer.WriteStartDocument();
writer.WriteStartElement("urlset", "http://www.sitemaps.org/schemas/sitemap/0.9");
//
// Now add entries for individual pages..
//
writer.WriteStartElement("url");
writer.WriteElementString("loc", "http://www.codingthewheel.com");
// use W3 date format..
writer.WriteElementString("lastmod", postDate.ToString("yyyy-MM-dd"));
writer.WriteElementString("changefreq", "daily");
writer.WriteElementString("priority", "1.0");
writer.WriteEndElement();
//
// Close everything out and go home.
//
result.WriteEndElement();
result.WriteEndDocument();
writer.Flush();
}
This code can be improved but that's the basic idea.