Jimmy Wang Yu?

Yu Wang is actor of Hong Kong.
Wang is first name.
And many actors of Hong Kong have English nickname.
For example, 'Lianje Li' is jet Li, 'Shaolung Lee' is Bruce Lee...

His nickname is Jimmy. So we called Yu Wang or Jimmy Wang yu.
But it's not correct grammertically.
I also can't understand why he use name 'Yu'.

The name is correct, Jimmy is his English name, just like Bruce for Bruce Lee. He was the most famous action star of Chinese Cinema before Bruce Lee appears.
Don't understand why his name and the female co-star Wang Ping not placed on top in the casts list.

If you're going to follow particular Hong Kong actors, in many cases you're going to have to learn two to several names listed for many of them. That's just how it is commonly done--no element of disrespect intended.