Welcome to my Sejuani buil :) Well it's my first build, and I hope you could understand my English ;-)
Actually i main sejuani and im ranked around 300th best sejuani in EUW.

Advantage:_awesome CC (ult, bump, slow)
_nice escape (flash, ult, Q , E)
_nice burst alhtough with tanky items
_clean quickly the jungle
_ good tank with the passive and a lot of heal
_nice pushing

Cons:_weakness in early
_vulnerable to counter jungle
_need communication with your team when you will ult or you will engage
_poor damage on turret

Sejuani has a gameplay funny. But first of all, you need to see what your team take. Then the best time to pick Seju is when your team don't have a lot of cc. Or when your team has already nice cc like with leona and kennen !
Beside Sejuani is good champ to chase champ with escape like a Zed or akali.
When you play Sejuani, you must never do Jungle invade. Or when the jungle enemy is your counter like Lee Sin or Xin Zhao, you must be careful in your jungle and always have some wards.

I think the best is up your W, then your E and to finish your Q.
Don't forget you can use your E although the enemy can be a little far from you. But you need to have touched him before.
In teamfight, you can engage with your R, but you can also use your q to be more near and then ulting.

I always start at grumps where you have to smite it immedialty, then i do wolf, then wraiths. After you cdr of your smite is back, you can do your red, but don't forget to ward and check your bush before to start it.
After the red, you need to back, start more your jungle item and buy 3 pot. And you can go to your blue and start to gank !
But you always need to get some ward to help your lane, and like this you could counter jungle more easily. Between at your lvl 4 you can do drake alone. And don't forget

If you follow my build, you can start gank at your lvl 4. It's not complicated to gank with sejuani, if you succeed to bump your enemy , you did got and most of time, he will flash or die.
When you see, one of your lane is pushing a lot, you need to be near to them, because there is a lot of chance, the jungler enemy will gank this lane ! So you have to be ready !
Always think to smite the wraiths, to can delete some ward and delete the vison of the enemy team.