George certainly feels the need to create an alibi because he lets Candy make the announcement of Curley's wife's death and pretends to come in like he didn't know what had already happened in the first place even though George does know. George needed this time to get to the bunkhouse and grab Carlson's gun, although the reading audience doesn't figure all of this out until at the end of chapter 6. So, if the he you may be referring to is George, this is his purpose.
Lennie, has no alibi and at this point in the novel, it is difficult to create one. However, Lennie may need the protection of George in order to escape this world with happiness and free from pain. Neither of these needs fulfill the definition of an alibi, but they are closely related in that they required a defense. They required a friend who would step in and interfere with the type of justice that would have ensued otherwise. George well fulfills this role of defense.