In this paper, we investigate the energy-efficient hybrid precoding design for integrated multicast-unicast millimeter wave (mmWave) system, where the simultaneous wireless information and power transform is considered at receivers. We adopt two sparse radio frequency chain antenna structures at the base station (BS), i.e., fully-connected and subarray structures, and design the codebook-based analog precoding according to the different structures. Then, we formulate a joint digital multicast, unicast precoding and power splitting ratio optimization problem to maximize the energy efficiency of the system, while the maximum transmit power at the BS and minimum harvested energy at receivers are considered. Due to its difficulty to directly solve the formulated problem, we equivalently transform the fractional objective function into a subtractive form one and propose a two-loop iterative algorithm to solve it. For the outer loop, the classic Bi-section iterative algorithm is applied. For the inner loop, we transform the formulated problem into a convex one by successive convex approximation techniques and propose an iterative algorithm to solve it. Meanwhile, to reduce the complexity of the inner loop, we develop a zero forcing (ZF) technique-based low complexity iterative algorithm. Specifically, the ZF technique is applied to cancel the inter-unicast interference and the first order Taylor approximation is used for the convexification of the non-convex constraints in the original problem. Finally, simulation results are provided to compare the performance of the proposed algorithms under different schemes.