Put it in your theme or in defaults on a page type.

Put what in there? Is there a function I can call to retrieve my site map? Do I just have to manually code each link in every time I add a new page?

There are a couple of ways I think the easiest is to go to the

First you would need to ensure there is a Footer Area, in your footer, you would see it as Add to Footer when viewing in Edit mode

Dashboard > Pages and Themes > Page Types > "Default(if thats the one you would like it on)"

This should load a blank page with your basic styling, this is the top level page for which ever page type you chose.

Click "Edit Page" > Click "Add to Footer" > Add Block > Auto Nav

Display Pages at the top level, dont display sub pages

Once added you can then click on your auto-nav block > custom template (default installed templates are I believe Header Menu and Breadcrumb)

Then click the Block again > Set Up on Child Pages,

Tick all the page you would like to populate the navigation links to.

Exit Edit mode > save changes

That should do it.

It is also possible to use the footer file to add the block but I have not been able to work that one out myself yet, without deleting and re-adding the block every time.

Regards
Sean