You would change the domain in your conf_global.php file once you have moved all the files to the new location (if indeed you need to move your files to somewhere else). Once that is done, you then need to visit your client area, select your license, and click change URL. This will reset your licensed URL so your license shows correctly.
With regard 301 redirects, this is something you should speak to your hosting company about. This is usually done with an htaccess redirect file, but it will depend on your hosting and where exactly files are being moved or not moved on your host.
The sitemap you dont need to worry about at all. The software submits sitemaps itself.