Hello Chris,
Automatic pinging can be disabled in JoomSEF's configuration on the SiteMap tab.
To add URLs to sitemap, you need to first make them "Indexed" - either directly check the Indexed checkboxes for them, or use the filters and the Index action in the toolbar. After this, really important is to click the Apply button first, so the indexed flags get stored in the database. Then you can hit the Generate XML button to create the sitemap with links.
You can find more information about this process in JoomSEF's documentation.
Best regards,
ARTIO Support Team