Chinese names have different compositions and meanings compared to English names.
Take my name for example. My Chinese name in English is Heqing Yin, but it is pronounced as Yin Heqing in Chinese, since Chinese people put last names first. Similar to English names, last names are the same as ones' fathers, and first names are given by family.
My name is written as 尹 (Yin) 荷 (He) 清 (Qing), In Chinese, each character means something so people's first names usually have a special meaning. In my name, He (荷) means lotus, and Qing (清) means clear water. Combined together, the name refers to the scene of lotus in clear water. My parents gave me the name because this scene was common in a park near my house, where they liked to go for a walk when my mother was pregnant.
Generally, international students start to learn English at a young age, and they usually get their English names from their English teachers, parents, themselves, or some characters in movies or books. Students go by their English names in these English classes. Most students expect that they will be called by their English names in a foreign country because it is easier for their teachers and students, and they would not mind that. In fact, if the sophisticated pronunciation of their Chinese names makes them harder for others to pronounce, teachers and students pronounce the Chinese characters wrong, or the pronunciation is hard to remember, Chinese students might prefer their English names for convenient reasons. However, if teachers and students can remember the names well and get the pronunciation right, some Chinese students would love to go by their Chinese names as they have an emotional attachment to the names given by their culture.
With all that being said, the best way is to ask a Chinese student's preference. When you don't know a student, simply going by their English names is better than trying to pronounce their Chinese names but still getting the pronunciations wrong.