Early in the game, Wu cannot freely harass enemy champions given his limited mana supply and draining costs. Last hitting minions should be your priority. A dozen or so creeps will net you as much XP and gold as a single kill.
Your E is your most vital ability. It not only allows you to dash onto an enemy target, but also increases your attack speed temporarily. You must be careful as to when you use it and how. Once you've used it to engage on an enemy, you've committed yourself to danger. You don't always have to use it to engage, however. I've often used it to dash toward a lane creep or a jg camp to escape death.
Your Q is your secondary ability. It increases the range and damage of your next attack and temporarily reduces the armor of the target struck. A fun means of poking an enemy is to cast Q onto them then E then auto them before backing off.
Your W is the last ability you max out, but it is no less important than your other abilities. You max it last simply because it does not scale as well with Wu as his other abilities. Use it for escapes or engages. Timing when Wu will exit stealth and how far he can travel in that time will be the difference between a successful surprise attack and a total fail. One classic tactic in top is to back off a small distance from your enemy to where they cannot see you. Then you enter the nearest brush. Then use W to travel to the next brush to close in on your target. When they enter your Q's range, dash onto them for a devastating attack. The risk behind this maneuver is that you won't have your W available for disengaging; so, use it for when you've a distinct advantage over your enemy.
Your ultimate extends Wu's weapon, his move speed, and deals damage over time to enemies within its range. Upon first striking a unit, his ult briefly knocks an enemy into the air. You can use it to chase down fleeing targets as well as escaping enemies. But when used for engaging an enemy, you want to deactivate it once all of your targets have been knocked up into the air. Your basic attacks and other abilities will deal far more damage per second than your ultimate will. I've made the mistake of keeping it active for its full duration against enemies such as Yi or Jax and they merely dealt with me with their auto attacks when I could have finished them simply by ending my ult early so as to make my basic attacks and abilities available for use.
Items you should consider using are as follows.

A core item for most fighters. Build it as quickly as possible. It enhances Wu's kit in every aspect imaginable. Extra sustain, extra damage, extra armor penetration, cooldown reduction, and extra movement speed.

Pick one of these. Wu's all about getting into the thick of things and you'll find yourself rapidly depleted of health by minion aggro alone without some source of lifesteal. Blade of the Ruined King for tanky lane opponents. Ravenous Hydra for easier farm throughout the game. Or Death's Dance for the extra sustain.

One of these. Ninja Tabi only if the enemy has little or no CC and a ton of attack damage. Even against an AD team, Merc Treads can prove to be the better option because many AD champions have CC and magic damage between abilities and items.

Even though Wu is not known for critically striking enemies to death, Ghostblade provides him with a number of benefits. Additional attack damage, cooldown reduction, and an active that boosts both his movement and attack speed.

This is just a general list of defensive options for Wu. Pick and build according to what enemy is causing you and your team the most trouble. Thornmail with Sunfire Cape or Omen is a great combination against auto attack champions. Spirit Visage and Banshee's Veil are typical magic resist picks. Spirit Visage will max out your cooldown reduction with Black Cleaver and Ghostblade and will boost all healing you receive including lifesteal from whichever lifesteal item you built. Banshee's Veil grants you a spell shield against the first enemy ability used against you it will also be consumed by Dragon's stun or Baron's crowd control specials.
Well, that's all the advice I have for you. I'm just a casual and I'm sure you can find better advice elsewhere, but this is how I've improved my game with one of my most played champions to date.