Take a look at the demo part of the release thread.
You sitemapindex is for example reachable at http://phpbb3.phpbb-seo.net/sitemapindex.xml
(or sitemap.php without mod rewrite).
This is the only url to submit for all your sitemaps in the system.
RSS feeds are available from many urls such as :
(or gymrss.php without mod rewrite)
(or gymrss.php?digest without mod rewrite)
and so on.
We are about to release an important update of GYM together with the SEO premod 3.0.3, it will display more links to the feeds and sitemaps and will introduce HTML sitemaps and news pages, so I suggest you to wait couple days to directly install the new version.