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Polyurethane (PU) exhibits exceptional thermal properties, making it an ideal material for thermal insulation. Incorporating Phase Change Materials (PCMs) capsules into Polyurethane (PU) has proven to be highly effective in enhancing building envelopes. This innovative design greatly enhances the stability of indoor thermal environments and reduces fluctuations in indoor air temperature. To investigate the thermal conductivity of this composite material, we have developed a comprehensive multiscale model of a PU-PCM foam composite. By obtaining thermal conductivity data, we can optimize the material's design for maximum effectiveness. To fully assess the thermal comfort of occupants within a building envelope, we have conducted a case study based on the performance of this optimized material. Specifically, we focused on a single room where PU-PCM composites were applied. Simultaneously, we predicted the energy consumption associated with this scenario. The results of our study clearly demonstrate the promising nature of this design, as it enables passive building energy design and significantly improves the comfort experienced by occupants.