Yes, the interview with a-ha will take place between 2.15pm and 2.35pm during the "SWR3-Startalk" in the festival lounge. a-ha are planned to go on stage at 9.45 pm CET. They'll perform 4 songs.
The SWR3 site says that all concerts are streamed live through their
website and via the Festival radio - but I'm not really sure of this includes the "special" a-ha are listed under.

Also the digital TV channel EinsPlus is said to broadcast all concerts from the SWR3 Festival:
http://programm.ard.de/EinsPlus/SWR3-Ne ... StartseiteBut if nothing works out Saturday night, the concert with a-ha definitely will be shown on the TV channel ZDF on October 3rd at midnight.
And last but not least the TV channel 3Sat will show again all concerts from the SWR3 Festival starting in January 2010.
Tomorrow morning between 5 and 9 am SWR3 is giving away the chance to meet a-ha on Saturday. To win you have to listen to the SWR3 Morningshow where you'd have to sing "Take on me".
The best singer wins...