I have a page that is not linked to from anywhere, but it is listed in sitemap.xml.
It will be crawled and display in the SERP.
Would it be preferable, from a SEO perspective, to have the page linked within the natural flow of the site?
For example, I have 30,000 products on my site. Other than search results and the sitemap.xml file, there is no way to naturally link to all 30k files.
Should I develop a way, through clicking alone (no search) to navigate to all of those files?
Only having a page listed in your sitemap without any links to it isn't enough for SEO. See The Sitemap Paradox.
There is no guarantee that Google is going to index the URLs listed in your sitemap. It is very common for Google to decide not to index pages that don't have links to them, even if they are listed in your sitemap.
Even if your page does get indexed, it won't rank as well as it would if it had links pointing to it. Links let Google know that a page is important and help it rank well. Without an links to it, a page will never rank as well as it could with some links.
Ideally, you would create many links to every page on your site. Your most important pages should get the most links. The home page should have a link from every page on your site. You might have a menu on every page of your site that links to 5 to 50 other pages as well. Other pages should get links from related pages.
