First of all - I think this is really a question you need to ask your supervisors. It depends who'll be reading / marking the thesis and whether they will expect to see English translations.
I'm using interviews in my thesis, they've all been done in English though. In terms of transcribing them, I'm only doing the bits I need as my interviews are 10 - 12 hours long and there was no funding for transcription as part of the project. I'm not using them in an appendix though, they appear as extracts within the main body of the text and if you are including them in their entirety then i suppose you'll have to transcribe / translate everything.