As Emily stated, "interstate" is "a" road, but allow me to be a bit more specific. Interstates are highways - roads that have no stoplights or street signs that are used to drive from place to place, state to state, city to city. Another English word to relate to interstate and highway is freeway. So, to get off I-80 and get on I-75 S means: Get off of the highway called Interstate 80 and get on the highway called Interstate 75 which is going South. (The "I" in I-80 stands for "interstate". You don't have to write Interstate I-80, just I-80 - which is read Interstate 80.) Hope this helps further the explanation. :)

The interstate is the name of the road. If you are getting off of interstate i-80, and getting on interstate south 75, you are just switching roads.