The structure of a piece of sequential expository writing depends in part on the purpose of the piece. If you intend to teach the reader how to carry out a certain process in a sequential series of steps, you may need to begin with an introductory section explaining the goals or tools. A historical account, however, may be able to begin immediately with a sequence of events. Generally speaking, if the sequence has a function beyond itself, organize the piece to clarify the purpose before beginning the sequence.
The introduction of a sequential writing piece needs to set the stage by providing the reader with information about the sequence you are presenting. If you are describing a series of events for the purpose of making a point, introduce the point beforehand so the reader can follow the implications of the sequence. Similarly, if you intend to communicate the steps a reader must take to achieve a certain result, describe the goal in the introduction.
The steps or stages are the heart of sequential expository writing. If you are providing steps in a process, verify each one provides sufficiently clear and concrete details about what the reader needs to do, bearing in mind the experience level of your target audience. When describing a sequence of events, keep in mind not only the appropriate level of detail, but also the relevance of each event to the purpose of your writing. In describing your trip to Italy, for example, you don't need to mention that you brushed your teeth near the beginning of each day's events.
The conclusion allows you to step out of the sequence you've been writing and sum up its implications or result. When describing a process like an experiment or a series of steps to accomplish a task, the conclusion is a good place to describe the way the results happened or should come out, and how the reader can use the results. For a sequence of events or experiences, you can emphasize what you learned, or what you want the reader to believe or do based on the sequence you described.