Don't worry, I find this all confusing. There seem to be four things that all use similar nomenclature:
Intervals - the absolute distances between notes.
Scale degrees - defining notes by their relationship to the root of a scale.
Chord notes - similar to the above but using inversions so the 'major third' of a chord can be a 'minor sixth' below the root.
Chord relationships - I, II, III, IV etc. named for how their root note relates to the root of the scale that is the key of the piece.
Blaaargh....