Understanding the dynamics of phase boundaries in fluids requires quantitative knowledge about the microscale processes at the interface. We consider the sharp-interface motion of the compressible two-component flow and propose a heterogeneous multiscale method (HMM) to describe the flow fields accurately. The multiscale approach combines a hyperbolic system of balance laws on the continuum scale with molecular-dynamics (MD) simulations on the microscale level. Notably, the multiscale approach is necessary to compute the interface dynamics because there is—at present—no closed continuum-scale model. The basic HMM relies on a moving-mesh finite-volume method and has been introduced recently for the compressible one-component flow with phase transitions by Magiera and Rohde in (J Comput Phys 469: 111551, 2022). To overcome the numerical complexity of the MD microscale model, a deep neural network is employed as an efficient surrogate model. The entire approach is finally applied to simulate droplet dynamics for argon-methane mixtures in several space dimensions. To our knowledge, such compressible two-phase dynamics accounting for microscale phase-change transfer rates have not yet been computed.