For chinese name Alan Tan Kok Yee
First name: Alan Kok Yee
Last name: Tan

That's how it should be done, if there's middle name field, you can put the chinese name in middle name instead,
First name: Alan
Middle name: Kok Yee
Last name: Tan

If the field is just full name, you can arrange same way as your identification (passport usually for international) and underline your surname:
ALAN TAN KOK YEE