Hello,
I'm sorry to hear that you encountered issues when installing sitemap generator.
The installation process for IIS is very similar to Linux case, but since you cannot set permissions via FTP you should do that in your hosting control panel. There are different hosting CP software packages, so we cannot provide instructions for every case, but basic instruction to allow write access to these files:
/sitemap.xml
/ror.xml
/generator/config.inc.php
/generator/data/ folder.