"Interface DLL is missing" error is displayed in case protected application is not able to load interface dll.
Interface dll is located in PC Guard's installation directory. You can copy it from there to target directory manually or do this from PC Guard: load project settings, open Application info tab and click on 'I' button to copy interface dll to directory where protected application is located.
Use Auto copy required modules system option to automate this process. If this option is enabled, interface dll and web licensing interface modules will be automatically copied to directory with output application during protection process (in case they are required for protected application) so you don't have to do this manually.