How can I teach my baby to use a sippy cup?

Why would you want.. ...To do that? Sippy cups are worse for the teeth than either the bottle (except nighttime bottles, those need to go as soon as possible), or a regular cup. Start a regular cup when ready, skip the sippy cup.
Repetition Patience. My typical recommendation is to start introduction around 9 months with low expectations at the beginning. Because it is a 'foreign object' to the infant, most wont know what to do at first. Through lots of exposure and trial and error the infant will slowly figure out what it is for and how to use it. Keep trying, once a day, but be patient. The goal is to be off bottles by 1, so be patient.