You don't need to use the JW202 to apply for any other visa, you can use your multiple-entry F visa to study mandarin in Shanghai. In fact, if you juse JW 202 to apply for China visa, you will also be issued a F visa, there are two types of student visa, X visa is issued to aliens who will study in China for more than 6 months, F visa is issued to aliens who will study in China for less than 6 months.