> I think it should be White Asian, do you say white americans?

We do say "White Americans", meaning Americans who are "white", which means people whose ancestors were Europeans (including Russia), or from Arabia, Persia, Afghanistan, North Africa, or some (but not all) other Muslim areas.

Then "Asian" includes everyone else whose ancestors were from Asia: China, Japan, India, Vietnam, Korea, Indonesia, etc.

When combined with nationality or geographical location, race is said first, so "White Asian" would mean someone living in Asia whose ancestors were European, most likely, though it's not a phrase I've heard.

English grammar generally follows the rule that proper nouns and derivations thereof are capitalized. So the proper way to write it would be white, black, Asian, Hispanic (also Latino/Latina), Native American (or Indian or Amerindian), Pacific Islander, etc. Note the difference between native American and Native American.