Sticky jumping requires practice. I'd suggest practicing on a map like ctf_convoy, where falling means you die and you can respawn and try again quickly. If you're good at sticky jumping, you should be able to cross between the two convoy trains from a variety of positions. 2fort is another good 'live' training map. From the front entrance, you should be able to sticky jump to the battlements with a single sticky. 2 stickies should take you across from one battlements to the other.
In addition to these maps, there are jump challenge maps (usually that start with jump_ so you can find them on the server browser more easily) where you'll be presented with a set of difficult jumps to attempt. It can be good practice, although it is sometimes frustrating.
What you want to do is, put one sticky down in front of you, and then run at it full speed, and jump + crouch, then detonate it. Depending on your timing, you'll either go up at a high rate of speed, or forward for a good distance. You'll have to practice so that you understand the correct timing for doing either move.
In general though, the later you detonate, the more forward momentum you'll get, and detonating sooner will result in more upward momentum. Using more stickes will take you further, but at a cost of more of your health. You'll have to balance the advantage of getting somewhere tactically useful with the disadvantage of having less ability to fight when you arrive.
This article on the TF2 Wiki is also a good source of information.