Creating "sitemap.xml and sitemap.xml.gz" files for Google XML Sitemaps install

I am sorry if this is a basic question to post but I am new to WordPress and Internet. I am setting-up my first WP site and I am in the process of installing the Google XML Sitemaps plugin. The problem I amd having is knowing how to create the two files that are mentioned in part 2 of the installation instructions. I have no idea how to go about creating these two files and it is stopping me move forward. Can anyone please help? Please see the installation text below:

2. Use your favorite FTP program to create two files in your WordPress directory (that’s where the wp-config.php is) named sitemap.xml and sitemap.xml.gz and make them writable via CHMOD 666. More information about CHMOD and how to make files writable is available at the WordPress Codex and on stadtaus.com. Making your whole blog directory writable is NOT recommended anymore due to security reasons.