When he says he is alone, he means that he is abandoned by God. He is in a concentration camp, where he is forced to witness death almost every day, and he cannot do anything about it. However, nobody even tries to do anything - there is no sense of solidarity and fighting for freedom; there is no friendship in the camp; there is no sense of community, so even though he is surrounded by many people, he is ultimately alone given that he doesn't care about them and in turn they don't care about him. Also, he believes God has 'left the Earth' given that he doesn't even try to help his creations.