What happened to all the interface programming constructs used in the past? Where's the GUID? Where's IUnknown?
You can still program using interfaces within ATL the same way as before. This hour concentrated on using managed interfaces that run within the common language runtime of the .NET Framework. The .NET Framework and Visual C++ .NET take care of all the COM details for you, so you can concentrate more on the implementation details.
Can I implement one of the interfaces created this hour using C# .NET or VB .NET instead?
Yes, you can. Once the class library is compiled, you can use and/or implement those interfaces from any .NET language.