It's kind of a confusing marketing thing that comes up a lot. The interface/logger is what you buy in the hardware configuration you need. ie WeathLink-Serial, WeatherLink-USB, WeatherLink-IP. Of course they need to package some out-of-the-box-solution software wiith the logger. Why not call it "WeatherLink?" Other third-party software packages work too, but Davis includes their own with the logger/interface.
If you don't want to use the WeatherLink software (that comes with the logger/interface) you can use the other packages. But you still need that interface. The only one available to consumers at the moment for Davis Vantage products is one of the flavors of "WeatherLink" (eg WL-Serial, WL-USB, WL-IP). There are a couple of "roll-yer-own" interfaces covered in this forum (as mentioned) without the logger, or the Davis brand software, but that frees you up further in your software choices (I think).
So, unless you plan to build your own interface right away, you'll need to choose a Davis "WeatherLink" package to get the data into your PC. A lot of people doing that choose the Serial version. The USB version will work with 3rd-party software, but Davis recommends setting up their USB version as a "Serial" if you choose to use other software.
Getting multiple flavors of wx software to work is quite another discussion.
I hope this helps!