These words take place in chapter one of Of Mice and Men. The context is when Lennie and George are going to their new destination for work, because they had to flee from their past place of employment. Lennie accidentally ripped a woman's dress and she said that he tried to rape her. George is already cross at Lennie for this.
As they were traveling, they break for food. Lennie wanted ketchup. George explodes at this, because George had enough. He lost his temper. Here is the whole quote, so that you can get a context:
“Well, we ain’t got any,” George exploded. “Whatever we ain’t got, that’s what you want. God a’mighty, if I was alone I could live so easy. I could go get a job an’ work, an’ no trouble. No mess at all, and when the end of the month come I could take my fifty bucks and go into town and get whatever I want. Why, I could stay in a cat house all night. I could eat any place I want, hotel or any place, and order any damn thing I could think of. An’ I could do all that every damn month. Get a gallon of whisky, or set in a pool room and play cards or shoot pool.”
George is obviously upset, but the important point is that George and Lennie have something that no one else has in the book. This is what separates them. They have a friendship. So, while George is angry, and his anger is real, he does love Lennie. Moreover, it is their friendship that gives them and even other people hope.
Yes, this is a very important part of their relationship. However, a very conflicting aspect of this love is also one of resentment. This means, their love as brothers and friends ties them. But, George has a deep resentment towards Lennie and this is what keeps him wanting that freedom of living alone. Or that fantasy of how much easier it might be if he were to live alone, with no responsibilities to anyone but himself.