Interpolation (which one of the methods of interpolation? there are a lot of them) is a grid of VALUES (not number of points) of the points you have. On the other hand Heat Map is just a density grid (only the density of points per area unit that you set).
Interpretation of the Heat Map is easy: red areas have higher density of buildings per area unit. (We do not know the area unit, you set it in QGIS when you used the method).
The Interpolation grid on the other hand is not interpretable since the legend doesn't provide us neither the value that was used nor the interpolation method (which is necessary to provide in a scientific output, since there are numerous available). Guessing from the different values in the two maps, the value of the 1st interpolation grid is not the density of the buildings.
(a little warning: when using an interpolation method, some users provide as a value a default field set by the method or the software used - in many cases it's the ID or FID field of a shapefile - in this case the resulting grid is useless and doesn't represent something of value)