I applied for a PhD but was rejected after the interview. How do I request feedback?
This is the kind of conversation that is important to have for your professional growth, but also difficult to have. This is not something that will be done "on-the-record," for obvious reasons, and the answer may be as simple as "there was another candidate who was more highly qualified." (This is very often the case!)

But if you'd like to ask more details about the interview, email the contact person for the position, and ask if you can talk by phone about how the interview went, and if they can offer you any constructive feedback about how to improve your application for future openings.