I've searched previous topics on the subject, its clear that each domain must have its own site map. However I am confused I read some people say that www. and http:// are different. So when I submit the site maps am I linking to the www or just with http://
You should have consistent linking. If you decide to use http://example.com make sure you redirect all http://www.example.com requests to that.
Thanks for that. Its a new site, I have made sure that the subdomains don't use www. but my host has created redirects for me anyway should someone request the www.