There is hardly any CGI in the entire film.
But computer effects were largely avoided for Interstellar in favor of location shoots across the world, on-set camera trickery, and 60-foot projections of the cosmos on set backgrounds.
Did Interstellar use real space footage?
As Nolan says in the clip, he wanted those shots to have a documentary, NASA-film feel, and they most certainly do. They also had an actual rig built to act as the ship when they filmed Connor's (McConaughey) crew landing on the water planet.
Does Nolan use CGI?
Nolan chooses to minimise the amount of computer-generated imagery for special effects in his films, preferring to use practical effects whenever possible, and only using CGI to enhance elements which he has photographed in camera.