I'm main Sejuani, I'l put some hints: First try to back early after make the 450g and go to Ranger Traiblazer, start with the frog smite him very soon to take the poison armor buff,and then go to the blue golem, now you can kill the Crab or the wolfs, this depend of your remaining hp, when you reach the 450g go the RT jungle item, try to end you colossus enhanced very quickly, and then rush the Frozen heart because the new Sejuani have a lot of sinergy with that item.
When you go to gank, try to not waste your Q so early, wait for the reaction of your target, sometimes they uses flash or his escapes early so after that you can uses your Q and then permafrost together with your W to secure the kill.
Now Sejuani best weapon and utility is in team figths, a nice R in a well place can make you not only win team figths, win the game, try always to hit a minimum to 3 targets per R, You can use your Q+R to engage is your position is so far.
In runes uses magic pen in Mark, Seal of hp per lvl, gylph of mr per level and quinteessence of mov spd (This in jungle).
You don't need armor runes because his passive and always present Frozen Heart his armor will be high, Also the Hp per level help you to increase the damage of your W so your clear time it's more faster.
Finaly try to build based on your enemy team: if they don't build MR you can surprise them with a Liandry's and Abyssal Scepter combo, if they have an AD heavy comp uses Sunfire, Frozen, Randuins, Thormail, and the surprise Abyssal Scepter, in heavy AP comps use Banshe, Abyssal and if your support don't have, an Solari, also try always to buy stealth and pink wards, Sejuani can have a lot of utility, you only need know how uses his kit correctly!