I'm not familiar with this area of Sharepoint, but after looking through those links, it appears that they are actually closely related. Here's my take on it:
The simpler tutorial shows you how to create linked web parts by using a simple interface you define in your own code - IProject - which has nothing but an ID and a name
The advanced tutorial shows you how to create linked web parts by using a complex interface that is predefined and part of the Sharepoint DLLs - ICellProvider - which has properties as well as events and methods that must be implemented
(read those two bullet points a couple of times and compare them so that you are clear on the difference)
Either way, you end up with a web part producer that implements some interface, and so long as you have another web part consumer that implements the same interface, you're set.
To more directly answer your question:
The first (simple) tutorial describes how you can create your own custom interface, which would only let you connect a web part you create to another web part you create.
The second (complex) tutorial describes interfaces that you can implement that will let you connect your custom web part to existing web parts that already exist in Sharepoint (such as list web parts, etc.).
Caveat: I'm not certain of anything I've written here - this is merely conjecture based on a reading of the two articles you linked to. It's my best guess.