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Artificial microswimmers, i.e. colloidal scale objects capable of self-propulsion, have garnered significant attention due to their central role as models for out of equilibrium systems. Moreover, their potential applications in diverse fields such as biomedicine, environmental remediation, and materials science have long been hypothesized, often in conjunction with their ability to deliver cargoes to overcome mass transport limitations. A very efficient way to load molecular cargoes is to disperse them in a liquid compartment, however, fabricating microswimmers with multiple liquid compartments remains a significant challenge. To address this challenge, we present a modular fabrication platform that combines microfluidic synthesis and sequential capillarity-assisted particle assembly (sCAPA) for microswimmers with various liquid compartments. We demonstrate the synthesis of monodisperse, small polymer-based microcapsules (Ø = 3-6 μ m) with different liquid cargoes using a flow-focusing microfluidic device. By employing the sCAPA technique, we assemble multiple microcapsules into microswimmers with high precision, resulting in versatile microswimmers with multiple liquid compartments and programmable functionalities. Our work provides a flexible approach for the fabrication of modular microswimmers, which could potentially actively transport cargoes and release them on demand in the future., (Creative Commons Attribution license.)