Multiple Sitemaps

Hi, I’m attempting to add a sitemap to the Google Search console and am following the instructions on this page https://yoast.com/help/submit-sitemap-search-engines/#google-submit

The instructions say Enter ‘sitemap_index.xml’ in the ‘Add a new sitemap’ field to complete the sitemap URL. However, on my site, in Yoast > Settings > XML Sitemaps > View the XML sitemap there are three sitemaps listed and none of them are sitemap_index.xml. The ones listed are as follows.

https://gear4sport.co.uk/page-sitemap.xml https://gear4sport.co.uk/product-sitemap.xml https://gear4sport.co.uk/product_cat-sitemap.xml

The question is whether to add each of these three sitemaps individually or does adding sitemap_index.xml take care of that for me?

Thanks

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