On The Use Of Robots.txt 
Author: Hans R.
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Is it possible to create a robots.txt file (modifiable) on the basis of the website created or should the sitemap be enough?
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The Robots.txt is something that have to be created from you. It is the list of the folders of your server that you want to index or not. WSX5 cannot know that, so it cannot create this file
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Yes, I know, stupid question. But could not remove it, can that be done?
You can remove it simply deleting the file via FTP. Please also check on Google Webmaster Tools.