"Alone" shows physical state of the person such as i will to travel alone. whereas "Lonely" shows the emotional state of the person feeling alone or disconnect from other. hope this helps you.

"Alone" is just a factual description. It means there is no other person nearby. "Lonely" is usually a description of an emotion. It doesn't mean just being alone. It means feeling sad because of being alone. "When I am alone, but listening to a podcast, I don't feel lonely." The meanings can overlap, because "lonely" can be used figuratively. "The landscape was almost bare, except for one lonely tree." This is anthropomorphic language. Trees don't have feelings. If there is only one tree, the tree is alone. The tree is solitary. We look at the tree and we imagine that it must be sad and lonely.