If phpbb is installed in a sub folder and you run other pages at the root level,
you can take advantage of this system's modularity to include all of your site's sitemaps in this same sitemapindex.

You'll have to put the sitemap.php file at the domain's root level, since no link from above the sitemap files folder are taken into consideration by Search Engines.
To do this, you only need to open sitemap.php, and look for :

$phpbb_root_path = './';

and change it to :

$phpbb_root_path = './forum/';

Obviously replacing forum/ with the real folder name where phpBB would be installed.
Then you would need to go ACP and update the "Google Sitemaps URL" parameter, in the Google sitemaps main panel, to match your domain's root location instead of the phpBB url : -http://www.example.com/ instead of http://www.example.com/forum/
Links to the forum will of course stay valid.

If you run phpBB in a sub directory (example.com/forum/) and installed the sitemap (and / or gymrss.php) file at the root level (example.com/sitemap.php) following the instructions above, you will need to change paths in the sitemap (and / or gymrss.php) rewriterules accordingly.
And if your phpBB's .htaccess was in the forum/ directory, to move them to the domain's root .htaccess.

If you run phpBB in a sub directory (example.com/phpbb/) and installed the sitemap (and / or gymrss.php) file at the root level
(example.com/sitemap.php) following the instructions above, you will need to change paths in the sitemap (and / or gymrss.php)
rewriterules accordingly.
And if your phpBB's .htaccess was in the phpBB/ directory, to move them to the domain's root .htaccess.