Visual C++: ATL Implementation of an Interface

I guess this is a real dumb question, but I couldn't find an answer. I'm trying to implement an COM interface using ATL. According to this I should use the Implement Interface Wizard. My question is how can I find the desired interface in this wizard. Do I have to go over all the libraries? Does is specified somewhere in the documentation of the interface (IOleCommandTarget)

To implement an interface you need:

• inherit your class from it
• add it onto interface map
• implement its methods

For example:

class CFoo : 
  // regular COM object base class, esp. those generated by ATL Simple Object Class Wizard
  public IOleCommandTarget
{

BEGIN_COM_MAP(CFoo)
  // ...
  COM_INTERFACE_ENTRY(IOleCommandTarget)
END_COM_MAP()

// ...

public:
// IOleCommandTarget
  STDMETHOD(Exec)(...) // IOleCommandTarget methods go here
  {
    // ...
  }
};