When can I use "derisive laugh"? What does it mean? Is it the way when a villain in movie laughs at hero who almost lost the fight?
You can use the phrase derisive laugh to describe someone's laughter whenever you want to be certain that the reader knows the person laughing wants to show ridicule and scorn for the person being laughed at.
This is a matter of writing style, however. Really good writers usually don't need to specify that a character's laugh was derisive. Context and the character's character should generally, but not always, of course, tell the reader that kind of thing.
See Google Books for an example of "derisive laugh" in a published book: Laughing gods, weeping virgins: laughter in the history of religion (middle of page 146), by Ingvild Sælid Gilhus.
You can also indicate this in many other ways, e.g.:
After Luca's poignant but incoherent speech had finally ended, Tony the Bomber rolled his eyes and snorted for a few seconds before he pulled the trigger. He wanted to send Luca a message that he could take with him to the Pearly Gates and the rest of his family.