The Sitemap - a quick list of links to all of the pages of your web site - is usually included just before the end of your page because of the way people use web pages.
Whether your visitors are reading an article, browsing photos in a gallery, or scanning through your site looking for something, they will usually take the same approach (if they speak English):
- Start at the top of the page
- Progress downward, left to right (unless prompted to do otherwise)
Once they have finished reading, browsing, or searching, you've conveniently given them a list of links to other pages on your site that may interest them. It's the same logic for putting the "next" and "prev" links of a paginated article at the bottom of a particular page.
Other languages or cultures that have different reading directions might have a different logical approach to this, based on which direction their text flows.
I imagine that these links are usually above the copyright because that's traditionally at the very end of a document.