We investigate the relation between the local picture left by the trajectory of a simple random walk on the torus $({\mathbb Z} / N{\mathbb Z})^d$, $d \geq 3$, until $uN^d$ time steps, $u > 0$, and the model of random interlacements recently introduced by Sznitman. In particular, we show that for large $N$, the joint distribution of the local pictures in the neighborhoods of finitely many distant points left by the walk up to time $uN^d$ converges to independent copies of the random interlacement at level $u$.