If you want to get the song into the computer as audio (not as MIDI, into a MIDI sequencer on the computer)...
You can record the Main Outs of the 2500, internally, just choose Main Out in the input field of the recording window. Record the song into a file in the MPC, and transfer it to your computer.
An audio interface refers to a computer audio interface, a box connected to the computer that you record audio into. You would be recording the analogue, or digital, audio output signals of the MPC, into the computer.
You can probably do the same thing, without an audio interface if you don't have one, by connecting the outputs of the MPC to the audio inputs of the computer. You would need a cable that has a pair of 6.5mm-1/4" plugs on one end, to plug into the MPC outputs, and a single 3.5mm-1/8" stereo plug on the other end (if that is the type of connector that your computer uses), to plug into the computer audio input. Then you would record the MPC output into a computer audio recording application.
