Hello @subwebsites
Thank you for reaching out and I am happy to assist you with this.
If you are referring if the sitemap can be cached, the answer is yes, and it should be cached automatically. You can check this by inspecting the source of the sitemap and checking the W3TC HTML snippet.
If however, you are referring to W3TC crawling the sitemap and caching the pages in that sitemap, you can use Cache Preload and add the sitemap URL to Performance>Page Cache>Cacahe Preload>Sitemap URL: filed.
Please note that only one sitemap can be added.
You have to supply the main sitemap, which could be an index too. The plugin will look for <sitemap>, which specifies another sitemap URL, and parse that URL as a sitemap too. So “nested” sitemaps are no problem.
I hope this helps!
Thanks!