Loneliness and isolation are two central ideas in each of these works.
The song presents a rather simple picture of a person walking on the streets of a city alone, contemplating loneliness and yearning to be "found" in a night where everyone else is sleeping.
The novel presents a similar set of ideas as Holden wanders New York City, alone and lonely, ineffectually seeking companionship and truth.
A desire for deliverance from this state is present in both works, as the song and the novel both depict figures who "walk alone" as a result of impulses beyond their control; answering to internal motivations that they feel are not positive yet which also cannot be denied or overcome.
The speaker in the song comments on his isolation saying, "I'm the only one..." Holden makes similar comments on his own isolation, deriding the ability of others to really understand the truth about things.
People never notice anything.
In these ways, these two works are rather directly thematically connected, dealing with a sense of uncomfortable solitude and isolation.