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The interactive mode is a special feature developed to make you able to skip reading a long usage manual and immediately start finging. Fing is a command-line tool, and you would need to provide a (possibly long) list of arguments to specify your settings. If you start the interactive mode, the tool itself will guide through the available features and configurations, letting you able to start complex discoveries in few seconds. The feature not only configures Fing and starts your discovery, but also shows you the resulting command line arguments, according to your chosen options.
On Windows, you can start interactive mode from fing shortcut in Start menu | Applications. The other way to start the interactive mode is by executing a Command-Line shell using Start menu | Execute | Type 'cmd', and when the Shell window is open type the command above "fing --interactive".