Faced with the rapidly increasing urban population, there is a surge in demand for building construction, accompanied by an incessant rise in building energy consumption. To promote sustainable development and mitigate building energy consumption, this study proposes the utilization of microencapsulated phase change materials in prefabricated buildings through the integration of building information modeling. We prepare polymethyl methacrylate/n-eicosane/wood cellulose nanocrystal microcapsules using Pickering emulsion through the solvent evaporation method. The results showed that the material exhibits optimal comprehensive performance at a core–shell ratio of 2:1, with a melting enthalpy of 152.10 J/g and a coating rate of 60.27%. However, when the core–shell ratio increases to 2.5:1, significant performance degradation occurs due to phase change material leakage. The materials show excellent cycling performance in cold-hot cycling tests, maintaining their melting enthalpy value above 97% even after 100 cycles. Moreover, materials with a core–shell ratio of 2:1 exhibit good thermal stability up to high temperatures (160 °C). In conclusion, this study has great significance for advancing the progress of prefabricated buildings and sustainable buildings.