The words are interchangeable to many people, but in my own learning, I was taught that to be jealous is to feel as if you own something (or someone), and you don't want anyone else to have it. I have always believed envy to be more something like "Oh, I wish I could have that too," or "I wish I could do that too," but not necessarily meaning that I want to deprive the other person of their experience. That being said, I rarely see or hear anyone saying, "I envy you!" and almost always hear "I'm so jealous!" in response to something like the examples you gave.

Native speakers often use both expressions and they can mean the same thing, but the words "envy" and "jealous" actually have slightly different meanings. I will use the noun forms "envy" and "jealousy" in my explanation. "Envy" simply means to have a desire for something that someone else has. This may be a fleeting desire and it is often used in a light-hearted manner. "Jealousy," however is much more of a bitter feeling. If you are jealous of someone, you may hate them for having something that you don't. You may want to hurt them because of what they have. You would have feelings of resentment toward them. These are the differences between the words. Does this make sense?

I guess both expressions would get you the same result. Both represent something you would like to do/have as well.

They are almost the same in meaning. The only difference is that envy can include a situation where there is luck. An example is this: "I won the lottery!"-> "I envy you!" However in English I personally wouldn't say "I envy you." I would most likely say, "Lucky you." In Japanese these phrases "いいな” or "羨ましい!" is what I think you want to say in English, right? Sometimes these phrases don't work for the situation in English. It all depends what feeling you want to show the person. "That's wonderful." is a good reply to your statements. Envy and jealousy have a feeling of negativity in English. It shows that you are asking for pity. This is why it's not always the best response. Let me know if that makes sense. Enjoy your studies!