Interlude is just a side story of MC's former GF who joins the main cost from EP9 on. But, AFAIK, you have to play at least once before EP9.
As someone else said before, you need to download S1&2 (which is the same "game", i.e., the same program/software) and play until the end, save a special savefile (or more, one for each route) that can be imported into S3, then, run the S3 "game" and import your savefile(s). Seems more complex than it is in reality. Just play S1&2 and you'll understand. You can download the compressed version
here.