No, in music an interval refers to the "distance" between two pitches. If you look at your chromatic western scale it is composed of 12 mathematically related half steps. I.e. C C# D Eb E F F# G Ab A Bb B then back to C. Each of those is a half step interval (notice there isn't an "extra" note between the B and C and the E and F like there are other notes, but the interval from B to C is exactly the same proportion as the interval from C to C#).
This chromatic scale isn't how we play music, though. Most western music is based on a diatonic scale - of which there are several.
The most commonly used scale in western music is the major scale. Using C as the scale makes this easiest to understand. The C major scale is just C, D, E, F, G, A, B. There are no sharps or flats. Notice, however, the pattern of steps and half steps. If we compare this scale to the chromatic scale above you see that we have the following pattern, full, full, half, full, full, full, half (C-D, D-E, E-F, F-G, G-A, A-B, B-C). It's that pattern that gives the scale its characteristic sound.
Anyway, back to that major scale - each of the notes is an interval away from the root (i.e. C). The D is said to be the second, the E is the 3rd, and so on. To our ear, absent any other reference, the interval from C to E sounds just like the interval from D to F# or from G to B (except to an extremely tiny fraction of the population that has perfect absolute pitch). They are all intervals of four half steps, which is a major third.
Both harmony and melody are based on these intervals. So, if you take
all of the notes in a song written in D and move them down two half steps, you have that same song, but it is now in C.
This is probably going to keep going way over your head so I'm going to stop now before your eyes start bleeding...
Don't worry, you really don't need to know much theory to play - and the theory will come as you need it.
John