In numerical simulations, achieving high accuracy without significantly increasing computational cost is often a challenge. To address this issue, this paper proposes an improved finite volume Weighted Essentially Non-Oscillatory (WENO) scheme for structured grids. By employing a single-point quadrature rule to perform flux integration on the control volume faces, this scheme is designed for use in NUAA-Turbo three-dimensional fluid solvers based on structured grids, utilizing RANS and RANS/LES coupling to simulate turbomachinery flows. Firstly, the new WENO scheme is validated against classical numerical test cases to evaluate its stability and reliability in handling discontinuities, double Mach reflection problems, and Rayleigh–Taylor (RT) instability. Compared to the original scheme, this improved finite-volume WENO scheme demonstrates better stability near discontinuities and more effectively resolves flow features at the same grid resolution. Next, for engineering applications related to turbomachinery, such as compressor and turbine characteristics, calculations using RANS are performed and the results obtained with WENO-ZQ3 and WENO-JS3 are compared. Finally, the new fifth-order WENO scheme is applied to RANS/LES coupling simulations of turbine wake and film cooling. The results indicate that the improved finite-volume WENO scheme provides better stability and accuracy in engineering applications. For instance, the average error in calculating compressor efficiency characteristics is reduced from 0.76% to 0.05%, the error in turbine vane pressure distribution compared to the experimental values is within 1%, and the error in film cooling efficiency centerline distribution compared to the experimental values is within 3%. Additionally, the qualitative results of turbine wake and film cooling show that even with a small number of grid points, more detailed flow physics can be captured, thereby reducing computational costs in aerodynamic applications.