Linking your sitemap in your Robots.txt file can be a useful way to tell search engines where they can find your sites sitemap. To do this you simply need to include another line of code in your robots.txt.
If you have multiple sections on your site, you might be wanting to use a sitemap index, in which case you should simply link to the sitemap index – search engines will automatically find the sitemaps listed in your index file. You can read more about these indexes in the XML Sitemap Tutorial.
Finally there also is nothing wrong with using another extension, such as .php, in case you are automatically generating your sitemaps and/or your index file, just remember to deliver the sitemap with the correct mime-type, which is application/xml.