Sweep Picking is somehow the opposite of alternate picking..
in sweep picking you use only one picking direction (up or down)
for some notes on different strings...
acualy sweep picking is used to shred over arpeggios , as alternate picking is used to shred over scales... you should learn to shred on scales first...
of course having someone to teach you any technique is easier than figuring it out alone... but I actualy taught myself how to sweep , as I taught myself every thing else , with the help of tabs and exercises i found mainly on the net ,magazines & books..
Not all guitarist use sweeps in their solos, Kirk Hammett rarely used it (e.g. Lepper Messiah,Creeping Death,Ktulu,fade to black intro) , i dont remember if he ever used it in any other solos...
Malmsteen usualy use this technique , and he has a lot of signature sweep licks (e.g. the diminished 3 string sweep)
Steve Vai use it sometimes too, also Marty Friedman , Paul Gilbert ,Michael Angelo are great sweep pickers..
There are also guitarist who are mainly focused on sweep picking like 'Jason Becker' who is non-arguably the king of sweep picking..