It depends on what you mean by "interactive."

If you want to simply have links in the book to other parts of the book, you're in luck, because that sort of thing is very easy, and you can do it using software like iWork Pages or Microsoft Word. Here is a small tutorial with some templates you can use (this is the first result I found in Google, and I don't know this man or anything about his ebook, although he looks vaguely like Bronson Pinchot, who in my opinion is underrated.)

The short version: Create a document like any other Pages or Word document (with some special formatting considerations) and export to ePub. Once you've got an ePub file you can submit it to whatever various e-bookstores (including iBooks, where it will then become available on the iPad) and then sit back and wait for the Pulitzer. This approach is easy, and lets you get the material out to the most possible interested parties with the least amount of effort and hardship. The downside: it's only "interactive" in the barest sense.

If you want a paper doll of William Blake whom you can dress up in various outfits and who will giggle like the Pillsbury Doughboy when you touch his belly, that's harder. Some people mean this when they say interactive book, and if that's what you mean too, you'll need to learn some hard-core programming. That book is more an application than a book, and it was made specifically for the iPad. If you want to do that, you would need to learn Objective-C for the iOS app, Java for the Android app, and for the Kindle and Nook... well, forget it, they don't do that (nor should they, that's not what they're for).

The app was likely put together by a team of people: programmer, illustrator, designer, Lewis Carroll. Unless you are one of those talented and hard-working few can do all of those things, or you are a leader of women and men who can corral some programmers, illustrators, designers and Lewis Carroll into doing that work for you (and you may be!) then this route may be too much to squeeze into spare time between the career you already have. But! If you're up for it, the University of Washington has classes. If you're not in Seattle, it's likely that the university nearest you has a similar program.

If you want something between those things, you might consider HTML5 and Javascript. Check out this beautiful e-book written using HTML, Javascript, and CSS. Pretty, right? The upside of this approach is that it's available to everyone regardless of their platform, and you can do some fancy, William-Blake-paper-doll type stuff using only these tools. The bad news is that it's only really a "book" in that the words and pictures are framed by something that looks like a book; though it renders properly, this particular book doesn't really perform well on mobile devices. You could do something like this with one version for the web and another version for mobile devices, if you were so inclined.

I'll leave you with my favorite William Blake quote:

When ye set out to make an interactive book
In pursuit of understanding literature
Be wary ye don't look up in ten years and say
"D'oh! I accidentally became a web developer!"