An audio interface does two things:
It converts analog signals created by a mics\/headsets into digital streams suitable for recording.
It converts digital streams sent by computers or mobile devices into analog signals suitable for headphones\/headsets and speakers.
If you have a USB mic or headset, the audio interface is built in.
If you have XLR mics, you'll need to buy an audio interface.
I'm Team Audio Interface (or recorder, although you can't do a mix-minus Skype setups with a Zoom H6). But in an attempt to be fair and balanced:
☑︎ Physical knobs and sliders are cool and fun
☑︎ If compressor/limiter, useful for live/live-to-tape scenarios
☒ Built-in USB output typically only 2 channels
☒ Built-in A2D hardware typically offers mid-range quality
☑︎ Captures one track per input (easier to process, edit)
☑︎ Typically better A2D hardware
☑︎ Typically supports better sample rates/resolutions
☑︎ Allows for a far more compact setup, easier to store/transport
☒ Clumsier for live/live-to-tape scenarios
Traditionally, podcast recording setups included a mixer, whose job is to mix several audio inputs — for example, multiple mics — into a stereo output suitable for recording.
Lately, "mixer-free" setups are becoming more popular.
DO record and save and edit on your primary drive (vs. an external or network drive). You can always copy or move files after.