Michael Angelo Batio talks about how he learned to sweep pick, and demonstrates what he developed in a video lesson from Guitar World.
Pretty cool to watch. Listening to Michael teach is almost hypnotic.
Now, if you're a beginner when it comes to sweep picking, I do NOT recommend learning Michael's lesson just yet. I would search for 3 string sweep picking shapes first.
If you can already do smaller sweeping shapes, like 3 string ones, then you'll be better prepared to tackle the 5 string shapes shown, by Mr. Batio, in this video:
HEY!!! Does Your Rhythm SUCK!?