New photovoltaic building integration is the integration of photovoltaic components into building envelope structures. It is an efficient building envelope energy-saving technology that greatly expands the utilization potential of photovoltaic components, promotes the development of building energy-saving technologies, and contributes to the achievement of the “dual carbon” goals. From an architect’s perspective, this paper integrates architecture, technology, and aesthetics to propose a new photovoltaic building integration envelope system. The thermal-electric performance and daylighting performance of BIPV copper indium gallium selenide photovoltaic ventilation windows were investigated. Using sensitivity indices as quantitative metrics, the sensitivity of thermal-electric output indicators of exterior envelope systems in representative cities across different climate zones to changes in specific design parameters was analyzed, providing technical priorities and scientific guidance for the design of BIPV exterior envelope systems in various climate zones. Based on experimental simulation results, the copper indium gallium selenide photovoltaic ventilation window components exhibit high current conversion per unit area, high output power, superior high-temperature and high-pressure resistance, and an effective daylighting rate of 76.43%. The new BIPV exterior envelope system can simultaneously meet the thermal requirements of buildings in different seasons or climates. By utilizing the residual heat from photovoltaic glass to drive airflow through channels, passive cooling or heating can be achieved, enabling the comprehensive utilization of solar photovoltaic and thermal energy on the exterior window surfaces of buildings.