It depends on the context in which the caller will call you. First, if you use a non-automation type, marshaling will not be automatically performed for you. Therefore, you'll end up having to write your own marshaler to move a wchar_t* across process boundaries.
That said, there's no rule that says you can't pass a wchar_t* in a COM interface. There are many COM interfaces that pass custom types (structs, pointers to structs, callbacks, etc), and it's all just about your needs.
In your interface, if you do use WCHAR strings, I'd declare SetAudioLanguageOrder this way:
STDMETHOD(SetAudioLanguageOrder(const WCHAR *nValue)) = 0;
This makes it clearer who is (not) supposed to free the string, and provides more context as how to treat the string (the caller is discouraged from modifying the string, though the caller can certainly force that behavior if they want to write bad code).
The GetAudioLanguageOrder call is OK, but now the question is: who frees the returned string, and how should it be freed? Via free(...)? Or C++ delete[]? If you use a BSTR, then you know - use SysFreeString. That's part of the reason to use BSTR's instead of WCHAR strings.