If $u$ is a vector the definition of the discrete norm will be $$\|u\|_{l^p}=(\sum |u_i|^p)^{1/p},$$ If $u$ is a function, $$\|u\|_{L^p}=\left(\int|u|^p\right)^{1/p}$$ But when $u$ is a vector-valued function, what is the definition of $\|u\|_{L^p}$?
Should we use the definition of norm for each element of $u$ or should we first use the definition of discrete norm then use continuous norm definition?
I guess that by "$u$ is a vector", you mean "$u$ is a vector-valued function", right?
In this case, indeed the definition would be to use the definition of $l^p$ norm inside the integral term.