The Olympic heritage is the treasure of the world. The integration of technology, culture, and art is crucial to the diversified presentation and efficient dissemination of the heritage of the Beijing Winter Olympics. As an important trend form of digital museums in the information era, online exhibition halls lay a good foundation in the research on individual digital museums and interactive technologies, but so far, no systematic, intelligent, interactive, and friendly system of the Winter Olympics digital museum has been built. This study proposes an online exhibition hall construction method with interactive feedback for the Beijing 2022 Winter Olympics. By constructing an interactive exhibition hall with intelligent virtual agent, it has further explored the role of interactive feedback in disseminating intangible cultural heritage in a knowledge dissemination-based digital museum. To explore the influence of audio-visual interactive feedback on spreading Olympic spiritual culture in the exhibition hall and improve the user experience, the study conducts a user experiment with 32 participants. The results show that the constructed exhibition hall can greatly promote the dissemination of Olympic culture and spirit, and the introduction of audio-visual interactive feedback in the exhibition hall can improve users’ perceptual control, thereby improving the user experience.