George and Lennie have a relationship built on mutual need. Lennie needs someone to take of him, George needs a companion. In this way they are both enriched by the relationship.
Candy and his dog are in similar situations in life. Both have lived past their usefulness, but they still have each other. After the dog is killed, Candy feels a deep sense of loneliness, emptiness. This foreshadows how George will probably feel after Lennie dies. Their relationship serves as a lesson to George. When Candy says “I should have shot him myself” the reader is supposed to connect this to his eventual shooting of Lennie.
Curley and his wife have a different sort of relationship. They are not mutually beneficial to each other. Their relationship is filled with suspicion, anger, and abuse. There is really nothing good in it.