Primary Attribute - Agility
Guillotine - This skill does mana burn and aoe damage in the radius around you. The cast time is instant and it has a low cooldown, though at the beginning you have a low mana pool so it is not recommended to use this for farming or harassing until you have a larger mana pool and regen.
Burning Shadows - This skill has a visual similar to Andromeda's Aurora but it is black, whoever you hit with this skill will get stunned for upto 2.5 seconds at max. Their shadow will then rise and start attacking them, dealing 4 hits for upto 70 magic damage each totalling 280 magic damage. Keep in mind this skill only hits heroes and has no effect when used on creeps, so this cannot be used as a farming tool. Also this skill takes any passive or attack modifiers the enemies may have and their shadows will hurt them with that, be it magebane's manaburn, a corrupted disciple's frostburn, a predator's shieldbreaker, e.t.c.
Dark Shield - This is your getaway skill, it allows you to hopefully escape and avoid being punished in bad situations, with a 12 second cooldown this skill applies dark shield to you for 3 seconds, during that time you have increased movement speed and unitwalking, though you also have 100% evasion so any physical attacks that hit you will miss during those 3 seconds. Think of this as a mini Ghost Marchers with evasion that costs mana.
Reflection - With this you immediately create an illusion of yourself, that illusion does 100% of your damage but takes 300% damage, during your time invisible, 40 seconds at all level, you can attack targets upto 5 times at max, each attack applies a 45% movement speed reduction and a 20 magic damage dot per attack. Keep in mind your illusion is instantly killed when you land you first attack from stealth but you will not be revealed until you run out of time/charges or use a skill.
Item Build and Strategy
Due to Fayde being an agi ganker, she should start off with pretender's crown or minor totem, a logger's hatchet and runes of the blight. From there she should use her fast attack animation to farm in a lane with someone who can solo the lane when you go gank, it is recommended that you take the hard lane to get access to enemy jungle, that being upper lane Legion and bottom lane Hellbourne. I do recommend building for steamboots over ghost marchers because dark shield gives you chasing ability with unit walking, and increased movement speed. Then she should build Nullfire Blade for extra mana drain, and Frostwolf's skull for ganking ability. Abyssal Skull should come next and Savage Mace, Wingbow are luxury items useful for Fayde. Shieldbreaker, Frostburn, Whispering Helm, Symbol Of Rage are all items you can go for if you don't want Frostwolf's skull but it is not recommended to try and build her like a carry.
Ganking with Fayde is easy. Use your illusion to max advantage, bait the enemies to use their spells on your illusion or just bait them to the shadows or into the jungle. Pop in attacking and using your stun and mana drain before they can escape. Keep in mind you are invisible when using your ult so any bound eye's, ward of revelation, level 3 puzzlebox minions and tower sight will reveal you.