Tutorial
Detailed Step by Step:
1. Ensure your phone have unlocked bootloader. If you haven't unlock it yet, follow this guide
http://xdaforums.com/xperia-u/issues/guide-beginners-how-to-unlock-t1971363
2. Extract boot.img from the downloaded zip.
3. Put the downloaded zip in the phone internal or external storage
4. Flash boot.img by using fastboot. If you are using flashtool, choose fastboot mode, turn off your device, then push volume up button while inserting usb cable to pc and phone, purple/pink LED should light up. Select boot.img from flashtool. Check the log to ensure it flashed completely
5. Unplug your device, then turn on the device. SONY logo should be appearing followed by multicoloured LED and vibration. After the vibration, push volume up to enter recovery
6. Make a nandroid backup if you come from a custom rom. If you are from stock sony firmware user, it is up to you to backup or not.
7. Choose wipe data/factory reset.
8. Now you can intall the rom. Choose the zip according to where you put the zip files. Flash in this sequence, rom zip, gapps, SuperSU
9. Reboot and enjoy!