These wizard pages are used to add devices to your installation.
The "Interfaces" section is for devices that interface with some sort of master control, or devices that control other non-DCE devices. For example, a lighting control system, a security alarm panel, or a home automation master controller are all interfaces. These devices will connect directly to your LinuxMCE system via some interface, like RS232, and then they will control their own devices which are connected to them, such as a light switch, motion detector, etc. Interface Modules, like the Global Cache GC100, are also added in the "Interfaces" page.
After you add the interface, then you can add the other devices that will use that interface. For example, you may have some X10 light switches in your house. These are not LinuxMCE DCE Devices--LinuxMCE cannot control them directly. LinuxMCE can only control them using an X10 interface module. So, before you can add the X10 light switches, you must first go to the interface section and add an x10 lighting interface. Then you can go to 'lights' and add lights that will use that interface. Similarly if you have a normal, infrared controlled TV, that TV does not communicate directly with the LinuxMCE system. It needs an interface module like the GC100 that LinuxMCE does communicate with, and which then sends the infrared codes to control the TV. So before adding the TV in the AV Section, first add the interface.
The "AV" section is for all your audio/video devices, like TV's, DVD Player's, Stereo Receivers, Satellite Boxes, etc.