Do I need to create a sitemap for my subfolders?

[Al-Qesas]

I have recently launched a website (http://alqesas.com/) and I am working on building SEO for it. I am currently in the process of learning about sitemaps and I wanted to know if I need to create a sitemap for each of the 3 subfolers that I have made.

http://alqesas.com/StoriesOfTheQuran/
http://alqesas.com/StoriesOfTheProphets/
http://alqesas.com/StoriesOfTheSahabah/

I don't fully understand how sitemaps work and I usually use a website like (http://www.xml-sitemaps.com/) to make the sitemap for me. Is this the best way of doing it? Should I use another service and should I make sitemaps for each subfolder?