The URLs you use in your Sitemap should be the same canonical URLs you use on your site. They should only have a forward slash at the end if your page is the default document within the directory eg. index.html, index.php, etc. But this should also be how you link to the page within your site. The forward slash is simply to avoid any ambiguity, to indicate it is a directory and not a file.
For example, you should not link to the default document in the directory:
You should simply show the URL as (with a trailing slash):
As mentioned, the trailing slash removes any ambiguity. If you omit the trailing slash, it will probably still work, but it first looks for a file called
to before realising it's a directory.
The URLs in the sitemap example at the address given do not have a forward slash at the end because they are linking to specific files.
Incidentally, this relates more to how you link to files within your site - not just the Sitemap.