When you first get into lane, you want to help your ADC get you both to level 2 as fast as possible. This gives you the ability to potentially get an early first blood with your E and W. Flash in if you can, and stun the two enemies. Wait for a decent bar size and smash then with your W for tons of damage.

You'll want to note that with how aggressive Sett is in lane, you'll be prone to ganks a lot. This isn't necessarily a bad thing, however. You can change the tide of a fight almost instantly with your W. Try and keep your ADC in the fight so that you can get a triple.

Prioritize canon and melee minions for your stacks. this allows you to finish your quest sooner and gives your wards and more health.

Mid game you should be looking to have destroyed the enemy tower by around 15-20 minutes and end laning phase as fast as you can so you can crush skulls somewhere else. Focus on objectives with your jungler.

Note that your ultimate can be a great tool to take the enemy jungler away from an objective to make it so they can't use their smite.

As Sett, you should prioritize getting to the back line and causing havoc to the enemy carries. You can usually sustain long enough to either deal tons of damage and die, or get kills. Usually your carries are able to out sustain the enemies because you are messing with their back line.

Ult in, E stun, Q for the 4 punch combo, W for massive damage and shield.

Late game you should be taking CS and jungle camps to try and finish your build as fast as possible. After finishing build, take an Elixir of Iron to make yourself a nice beefy boy.