This plugin works for all register custom post type(CTP). To show only a particular CTP posts, you need to add shortcode like this : [rsxh_sitemap post_types="your_post_type_name_here"]
ex: [rsxh_sitemap post_types="movies"]
.
If you want to change the title for the posts, pages or others in sitemap, you need to change those particular posts, pages or others title from the admin area, sitemap will change then accordingly.