Perhaps I have missed the answer in the help file or in this forum (Note 1), or perhaps the answer is so obvious that this novice should blush even to raise the question in the title to this thread.

I note the following.
a. Clicking on a directory/folder name in the generated (Note 2) sitemap.html file invariably leads to an error404 page if no index.html file is in the folder.
b. Sitemapper's errorlog.txt file for each of those directories/folders says,
" Referring URL http://......./sitemap/sitemap.html
Error Code: 404: Not Found".

Frank

Note 1: I searched for index.html in the Sitemapper forum and in the PDF file Sitemapper Guide 6.0 and got no hits.
Note 2: Registered Sitemapper Version 6.1 Build 342, 64 bit edition Windows 8.1 Pro used at http://fc7777.coffeecup.com/ where I'm developing (considerable work is still needed) a responsive version of my fixed-layout utilitarian website. The appearance at full width is not to be changed for reasons connected with the copyright agreements under which I publish the books.

Don't know if this is a reply good enough, but generally I think there should be an index file in each folder. Having said that, when I create sites, I usually keep all the html files in one folder if the site is 'normal sized'. I have some sites that I have made in up to three languages, and there is a folder for each language, each with an index file. If I have a large site, with many sub-topics, I may create a folder for each topic, and again, an index file in each folder. This works best for me, others may do this differently.
I have never had problems with Sitemapper not being able to find the files.

Thanks for that, Inger.

Sitemapper doesn't have any difficulty in finding my files. It's just that, because most of my directories/folders haven't at present got an index.html file, Sitemapper treats the directory path itself as a file it cannot find. My website is such that several directories/folders are necessary.

Both you and Sitemapper have done me a very good turn in drawing my attention to the wisdom of having an index.html file in each directory/folder. I shall now set to work arranging for that to happen.

Thanks again.

Frank

I think it is the same as if you want to open a website in a browser, and have the url ending just with the folder name, you get a 'file not found' or something like that if there is no index file in it.

You can also use some .htaccess to redirect users.

Indeed so. I'm learning slowly.

Thanks to both of you.

Frank

Having an index file in each folder enables you to map each folder individually - this helps with bigger sites and makes the site easier for search engines to read.

Thank you.

I'll bear in mind the possibility of mapping folders individually, especially because the site I'm working includes half-a-dozen books, and each page of each book uses a separate web page.

Frank

Having an index file in all of your directories also keeps the public from seeing a list of every file and directory within a directory. Without an index file, when someone types the URL that goes to a folder/directory in most cases it will list every file in there. There are many reasons you will not want that to happen.

Thank you.

All the folders in the website I'm working on now do have index.html files. It's good to know that the exercise was worth it.

Frank