I always learned It as “comment vous appelez vous”. Is this not correct?

There are different ways to pose a question in French. The one you mention is the so-called inverted form. It is considered more formal and elegant:

Comment vous appelez-vous ?

Then there is the version with est-ce que:

Comment est-ce que vous vous appelez ?

And, lastly, the most common one in normal spoken French:

Comment vous vous appelez ? Or
Vous vous appelez comment ?

 

it is also right ....

in english you can ask what is your name? and your name please? both are right and means the same 

just like that in french both are right 

there are many ways to say something

its your wish how to present it