Not all of the interactive services involve the use of a telephone connection, in fact most of them don't.
Sky's interpretation of a person using interactive is probably the simple use of the red button on Sky news to see the weather forcast or football results and I'm sure most people have done that at one time or another.
I use it very regularly, mostly for the news options, but it is good during events like the Olympics and Wimbledon to watch the match or contest of your choice.