Yoast sitemap.xml

I am new to wordpress . I have install yoast plugin. my question is i am trying to install sitemap but when I click on xml sitemap box in yoast plugin it give me “This XML Sitemap Index file contains 3 sitemaps.1.post-sitemap.xml ,2.category-sitemap.xml , and 3.post_tag-sitemap.xml .IS this right sitmap and Shall I install sitemap_index.xml or all of them separately . thank you in advance.