What Name v.5.0 said above is correct. I will further elaborate.
Fisrt thing you need to do is for your opp to go on the defensive. You want to end up right in their face, not sweep, not jump distance... in their face. You can achieve this in several ways although it does depend on which character youre facing.
Just to give you a broad example, if they jump towards you, use your uppercut (d2) for anti air; it is one of the fastest in the game and with practice and the right mindset you´ll find you can uppercut most jump ins on reaction. If they jump away from you, do dash, flash kick so it hits them on the way down. As you do both of these you continually move forward (dash block) in order to push the opp towards the corner. Remember, you want to be as close to the opp as possible, so there is no need to risk a flash kick if the opp remains grounded (you can be punished), simply dash block forward.
Once you are in their face the fun begins. Cage has advantage on several of his block strings, meaning that you are able to repeat the string in order to continue pressure before the opp can recover from blocking them. Notably: f3,3 and f3,2. Also Cages pokes are very fast and if applied in between block strings they can lead to sustained pressure. As a basic excercise I recommend you go to practice mode, set the dummy on block and practice the following:
f3,3 > d1 > f3,3 > d1 > repeat until you get it to come out as fast as possible.
Also switch it up such as:
f3,3 > d1 > f3 > f3,3 > d3 > f3,2 > d1 > f3,3
If you execute these strings as fast as possible while switching them around your opp will have a VERY hard time escaping your pressure. Make sure you slip a poke in there (d1,d3 or d4) regularly so the opp is not able to poke you out of pressuring them.
Now this is where the jump in punch comes in. For example, after you pressure with any of the above block strings (f3,3 or f3,2) instead of continuing pressure you can crossover punch them. Remember that both of Cages 1 hit launchers (b3 & f4) can combo after a jump in punch. So if the crossover punch connects you get to launch them into a combo. Finish all combos with nut punch so as to remove their wake up options in order to continue relentless pressure.
Let me also direct you to this thread:
http://testyourmight.com/forum/showthread.php?7584-Examing-REO-s-Johnny-Cage
Where you get to watch the almighty REO Cage troll (Phill dixit) and watch these techniques and more advanced ones as well.
Hope it helps!