What is windows "interactive user"?
I will build a little bit on Rajat's answer.
Each logon session to a Windows (NT-based versions, that is) machine has a "security token"-- a data structure that describes, amongst other things, the groups that the user represented by the token is a member of.
The "Interactive" identity isn't a group that you can manually place members into, but rather is added by the operating system, automatically, when a security token is constructed for a user who has logged-on via the Windows Graphical User Interface. This is similiar to the "Network" identity, which is added automatically to tokens created for users who are accessing the machine via the network.
These automatically-generated group memberships allow you to construct permissions that might allow or deny access to resources based on how the user is accessing the machine. This supplements the permission system's default behavior of arbitrating access based on who is accessing the resource.
From Using Default Group Accounts (chapter 7, "Microsoft Windows 2000 Administrator's Pocket Consultant"):
The Interactive identity. Any user logged on to the local system has the Interactive identity. This identity is used to allow only local users to access a resource.