You read them from top to bottom. As time increases, you depict events happening in the system, and how various parts of the system react to each other.
Be aware, however, of people that abuse sequence diagrams. You can very easily confuse people if you try to describe how long things take in a sequence diagram. Some of the most confusing diagrams that I have ever seen were trying to describe the architecture of the system. Don't do that! Sequence diagrams can only describe behaviour.
Always be aware of the primary purpose of a sequence diagram -- to explain. Here is an example of how some explanatory text along the side can make sequence diagrams more clear.
title Drop shipping With drop shipping, the retailer takes orders from a customer, but leaves responsibility for for shipping to a wholesaler or producer. Customer->Retailer: Order Retailer->Factory: Order detailsn and shipping address Factory->Customer: Ships final product option footer=none
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