Sejuani provids a lot of cc and with that, very good peeling and kill pressure. She has slows, knockups, and a lot of stuns. Working best with adc that have cc and a lot of burst damage. She isn't only a cc bot, she is very tanky with her passive as base stats and does a good amount of damage. She plays very similar to Leona but unlike Leona, Sejuani as more damage and can escape from a bad engage/fight easily. Sejuani has the kit of a top laner / jungler so she can hold her own in many fights even against solo laners. After securing a kill, Sejuani has an extra perk of having really good wave clear. So you can Q and W the entire wave to make it almost one shot for your adc.

Level 1-2
-Sejuani pre level 3 is very poor and you have almost 0 kill potential. You don't really want to invade level 1 because you don't have consistant CC until level 3. So do not invade unless you have a very good team comp for it. Play safe until level 3, you can poke with W when you are level 2 depending on the enemy support.

-While waiting for minions to spawn, always sit in a good bush for vision. Good bushes are as follow.
Bottom side team: Bot side river bush or bot side Tri-bush.
Top side team: Raptors bush or Bot side river bush (if you choose to sit in this bush while on top side team, don't select an ability just incase you need to take Q to escape over the wall) Make sure you are look at your map around level 3 for the any scuttle fight, you being at the scuttle fight will almost guarantee securing the scuttle and/or getting a kill even if the enemy support follows up aswell.

Level 3-5
Once you are level 3, you have a lot of kill pressure. Depending on the enemy comp, look for an engage. If your adc has any amount of cc, then you have a lot of kill pressure with your early game damage and cc.

Level 6+
While in lane, look to throw your ult at the adc, even if you dont hit it you almost always come out of it with a good trade or kill because of the stun and slow it provides. Sejuani ult is also very good for peeling and when you are getting tower dived. It can be used defensively just as much as offensively.

After Laning Phase
Once laning phase is over, you want to be protecting your carry and being the first to facecheck a bush if needed. Get vision around objectives and look for picks when objectives are coming up. Getting on top of someone almost always guarantees a kill.