Not Updated For Current Season
Sejuani in lane generally does well against squishy opponents and poorly against tankier opponents. In top lane this means that she is a good pick against champions like Teemo, Rumble, and Pantheon and a poor choice against champions like Darius, Garen, and Maokai. The main reason that I use Sejuani is top lane is when I don't want to get countered in an early pick for top lane. She doesn't really struggle against any particular match up and people don't expect you to take her top when they see Sejuani first pick so they will just pick their go to top laner rather than a counter.
The base stats of this build using Warmog's armor and Liandry's torment as the final 2 items are:
Armor: 131 (156 while fighting from passive)
Magic Resist: 133
Ability Power: 195
Attack Damage: 124
HP/5 without warmog passive: 156.9
HP/5 with warmog passive: 951.5
Mana becomes practically negligible after acquiring Rod of Ages.
With these stats your damage:
Q - 353 damage
W - the initial empowered auto attack does 12% of the target's max HP in damage and then it does 239 damage per second
E - 290 damage
R - 529 damage
Grasp of the Undying - 138 damage
Auto attacks - 139 damage
Liandry's torment - 4% target's max HP per second
If you are in a 1v1 fight for 10 seconds you can do 5266 damage plus 24% of the enemy max hp plus the Liandry passive of 4% current HP per second. Keep in mind that nearly everything you do is AOE so in a team fight you will do almost that much damage to the whole enemy team.
W is an auto reset so use an auto attack before activating it to maximize damage.
Try not to use your Q while laning unless you are absolutely certain you can get a kill from it or you know where the enemy jungler is and they are not a threat.
E has a massive range and can sometimes get you kills even when people flash over walls and you can't see them anymore.
You can clear waves and push the lane quickly by using W on a melee minion, running back to the caster minions and then activate your e to kill them all at once.
Play passively in lane and wait for ganks. Your kill potential is insane in 2v1 with Sejuani because of the CC you provide.
Activating W twice causes you to swing your flail for the DoT effect without having to auto attack. Really the only time this is useful when running away from the enemy to apply frost on them enabling the use of E without having to stop to auto attack them.