“Interrogative” is an adjective that means “used in a question” or “having the form of a question.”
Interrogative words (sometimes simply called “interrogatives”) are words used to introduce questions: interrogative pronouns such as “who,” interrogative adverbs such as “why,” and interrogative determiners such as “which.”
“Interrogative sentence” is another way of saying “question”: a sentence ending in a question mark that functions as a request for information.