It seems that Delphi 4 does not have IInterface type at all in system.pas
How can I define this type myself so that I can use JEDI?
IInterface was introduced later than Delphi 4. For Delphi 4 you use IUnknown in place of IInterface.
If memory serves, IInterface was introduced in Delphi 6 which was the release corresponding to the Kylix Linux compiler. The change was made to avoid exposing Windows specific IUnknown nomenclature to the new cross-platform Delphi.