Nucleation and wetting transitions are studied in a three-component Bose-Einstein condensate mixture within Gross-Pitaevskii theory. For special cases of intermediate segregation between components 1 and 2, the nucleation phase transition of a surfactant film of component 3 is obtained by exact solution. Additional exact results for the nucleation transition are derived in the limit of strong segregation between components 1 and 2. In this limit the exact first-order wetting phase boundary is obtained using analytical and numerical methods, and is contrasted with the exact nucleation and wetting phase boundary derived previously for a two-component Bose-Einstein condensate mixture at a hard optical wall. Exact results for the three-component mixture are compared with results from the double-parabola approximation used in an earlier work.