Thanks. I did notice the following message for 1.4.3.4 under sitemap tools also which was helpful, but if it still reads like this for the current version you might want to update that to suggest the link you mentioned also.
Additionally a sitemapindex file is created that points to the separate ones above. You can reference this sitemapindex file in your robots.txt file or submit its url to services like Google via www.yourdomain.com/zenphoto/index.php?sitemap
The sitemap cache is cleared if you create new ones. All files are stored in the /cache_html/sitemap/ folder.