Early game : levels one and two are just ment for farming minions and getting last hits. If you want you can use your E on a character once or twice but you wil not want to use it more than that before level three. At level three you are going to put out some heavy harrass. First get them in a stun with you W skill and then place your E and Q in that order. If you are starting to get savy with swain the most dps combo is ewq but weq will work for low level harrassment. At level 4 you should have at least one kill. You should have used your ignight to kill the player you were harrasing. Go back and grab a soul stealer and a pair of boots of speed.
MID GAME: Swain does more damage than everyone thinks. Mid game is where he really shines. Once you have a soul stealer start trying your hardest to get kills. Remember to try to go after your enemys when there is a minion wave around them so your ult will heal you more than they can dps. Stay in lane as long as possible until you are able to get a Death cap and finish up your boots. If you are stuggling go back and buy each item seperatly. Farm the **** out of your lane and join what ever team fights are available. You will usually get the killing blow because of your dots from e and q.
Late Game: stack deathcaps as much as possible. Death caps are a key to victory with swain. Dont listin to what everyone else says about it. You will win if you have deathcaps. If you learn how to kite and play swain correct you should never die because of the amount of ability power has alot of heals comming back to you from your ulti skill.

If you have any questions on swain add me in game: agonyLB, i will be happy to teach you how to straight rape with swain.