Hi larry,
What settings do you currently have for the "Pretty Permalinks" page? In our testing, we didn't have any issues with getting individual pages crawled. One suggestion would be to drop the "List" layout from your catalogue, as that layout contains the entire product description in each product listing, which will pump up the main catalog page at the expense of the individual product pages.
For the XML sitemap, sorry if the help popup isn't clear. The URL that goes in there should be the URL of your catalog. It's used as a base for the sitemap file that's generated. The file itself is created in the main plugin folder, and you can link to it from your site's main sitemap file. Here's a link on multiple sitemaps if it helps: