Under construction!

How to lane?
- Poke a lot in the early game. It is worth it to leave your enemy at 50% by sacrificing some of your health, because you'll be able to all-in with your ultimate LV6.

- Let's make an example. You've left an ahri to half HP and she's still LV5. You have First Strike and summs up, but she won't get closer to you. The answer to this is Flash + R (while still in outer range to deal the most damage) + Q + W + Ignite. This combo is deadly and even if she flashes she'll die.

- Be aware of all-ins. If you don't manage to kill them, you won't have an escape option (you have used your Q already).

- Don't use your Q except for all-ins. Your cooldowns are high.

Focus oon catching enemies off-guard. With the AP build you should oneshot anyone if they have lots of MR or HP. Keep farming, every single item is important in your build. Roams are very good with Sejuani as well. Keep track of what opponents are building to get counter items.

You'll be fine in teamfights, because you'll have nice damage and still tank a lot (4500 HP, 200 + Armor and MR with passive and some AP items IF YOU'RE GOING AP BRUISER).

If you're going for the full AP build, you'll be quite weak. Just R and kill the enemy ADC and flash away. You would have done your work then. If you stay too much, you'll die, because you won't be tanky.

Many people have said that First Strike is not a great rune on Sejuani, but they're wrong. Even if you're against a relatively ranged matchup, First Strike will end up giving 130 gold per all in (AP BUILD) and a total of around 1500 bonus gold, which is a lot.

If you're going AP bruiser, you'll end up having around 1k gold per game, which is still very great! Electrocute doesn't scale well with this build, so first strike works the best.

Sudden impact gives you lethality (W DEALS PHYSICAL DAMAGE)and MP (all your kit does AP).
and that's it!

It's as easy as answering a question. "Are most of the enemy champions easy to oneshot or they won't stack armor? If the answer is "Yes", you can try going full AP, the most fun build.
However, the most optimal build is the demonic embrace into tank build. It's safer and works everywhere, and it's more like the traditional sejuani.
It also depends on the matchups. If you consider you're in a very hard matchup, you should take Doran's Shield and get more defensive. Everything here is situational.