If your CAD model includes the fluid bodies as well as the solid, the interfaces will be created automatically when Pre receives the mesh from ANSYS Meshing. This will occur regardless of whether the mesh is conformal or non-conformal. ANSYS Meshing will identify contact between the bodies and this information is passed to CFX-Pre, which uses this information to add regions to the automatic domain interfaces.
If you wish to have a conformal mesh (i.e. 1:1 match between meshes at the interface), just combine all of the bodies into a single part in DM.