I logged into (or I created) a Bing Webmaster tools account, and also obtained from the web a third-party windows program (G-Mapper Sitemap Generator). G-mapper created sitemap.xml when I pointed it to my site. My site has many PDF files, most of them have spaces in the file name.
The server logs indicate that G-mapper replaced the spaces with %20 when requesting the files, but in the resulting XML file it did not construct the file-names with %20, it just kept the spaces. I placed the XML file in the site root folder.
I then had Bing Webmaster console access the XML file and process it. I note that in my server logs there were many 404 errors because Bing was taking the spaces out of the file names (and not replacing them with %20).
If my site is navigated with a standard browser, all these PDF files are linked and visible and clickable and downloadable with no 404 errors.
Before I started this effort with the Webmaster tools and the sitemap file, googlebot and bingbot (during their regular crawls of the site) will replace spaces with %20 (as indicated in the logs) so I never see 404's from them. But this bing webmaster thing doesn't behave that way - it seems to need to have spaces in file names replaced with %20 in the sitemap file.
So I'm wondering here just what exactly is the accepted practice for handing file-names with spaces? I can find nothing authoritative on just what is the accepted practice of handling file names with space characters or the substitution of %20 in place of space characters in html page code or the sitemap.xml file.