As previously reported, tonight's episode took part mostly in a castle called Torchwood House in Scotland. At the end of the adventure Queen Victoria announced the foundation of the Torchwood organization. She said they will act as investigators of extra-terrestrial phenomonen and other threats outside the norm. They will also monitor for a return of the Doctor.
This appears to be where we find the distinction between UNIT and Torchwood, the former works within the United Nations framework, the latter is funded and directed by the House of Windsor.
Also, according to IMDB but denied by everybody else, John Barrowman will be appearing in the last two episodes of WHO this season. The two-part season finale will supposedly have story elements that lead right into Torchwood so we might not have to wait until October to see Captain Jack again afterall.