For items I like these for some faster clears but it's a bit situational ( but especially good vs ww) as it forces you into a thornmail build.
(Note: you can also build the ward item instead of blue smite)
For pathing it can be Red (w/ leash), Raptors, wolves gank mid/ top or Raptors (solo), wolves, Blue gank mid/top or maybe Blue (w/ top leash), wolves, Raptors then gank or whatever. The reason you want to do raptors over Krugs is cuz of this item's passive
.
Also when you're jungling it's a good idea to start kiting towards your next camp as you're clearing them but with Sejuani it's really annoying cuz your W pushes them backwards so you'll either have to to walk behind them before you W or just give up on that cuz it's a pain but usually it's good idea cuz you're saving some time.
As for build paths she can build a ton of items, just think what would help you most in any given game, I sometimes even go Ruby Sightstone.
If you want dmg: Thornmail, Abysal Mask, Iceborn Gauntlet are your 3 main items on top of the Cinderhaulk (+ optional Sterak's Gage cuz of Sheen synergy).
If you want deff there' your usual tank items + Knight's Vow (supp item).
If you want more engage potential Righteous Glory got you covered.
If you want utility as I already mentioned Ruby Sightstone is still on the table but you can also add Locket or even Redemption.