A site map is one page or sometimes a set of pages, which lists all, or most of the pages on a web site.
If your web site is small, consisting of only a few pages, you can have links to all these pages from one page - the site map.
On the other hand, if your site consists of hundreds of pages segregated into directories (hopefully!), the site map of your web site might run into 2 or more pages.
As the term suggests a site map is a map of the web site and can be a list of links or a more complex representation. However, my advice is to keep the site map as simple as possible.
Here is a basic site map of webdevelopersnotes.com
(I have only displayed the important links)
Page contents: Article detailing site maps and why they are so important for web sites.
Comments, questions, feedback... whatever!