Hi,
First of all - could you check if its enabled in the admin?
Admin > System > Configuration > Google Sitemap > Generation settings.
If it IS enabled.. then you will need to look into the CRON table to see if there are any errors.. there's a couple of ways to do this.. either manually or using an extension.
To do it manually you need to look into the cron_schedule table and look for a row containigng sitemap_generate; if there have been any errors they will usually be shown here.. however this table gets cleaned up by itself so you may have to change some settings in the admin to ensure failures remain in the table for a longer period.. to do this you can find the settings at
Admin > System > Configuration > System > Cron
Then from in there change the settins for failure history.
If you're not 100% comfortable with looking directly in the tables there is a module called AOE Scheduler; this module will give you a timeline view of all the tasks that have ran on your site including whether or not they have failed / suceeded / been missefd.
