That tool is very basic and not terribly handy. But it can provide some insight as to where your site ranks for some terms you weren't aware of which can be very useful.

Yes, but we can get all these info from "google analytics". Am I correct?

I don't think it contains all of the same information.

Agreed.
No, not at all. Google Sitemaps gives basic insight into how you rank in the Google search engine. Google Analytics is a full website tracker / analytics program. It's better than other free alternatives but not quite as good as most corporate paid solutions.