I know that Marlow and Conrad are alter egos in the book Heart of Darkness, but how are Kurtz and Marlow alter egos in the novel?
This is a very deep question which I will try to do justice in the space allotted, but just be aware that entire PhD theses have been written on this topic! You are definitely right in suggesting that there is some kind of deep connection between Marlow and Kurtz suggested in the novel.
What is important to realise is that as Marlow penetrates further into the unknown, his capacity for self-control and "inborn strength" are tested. His real trial, however, only takes place when he feels he has been "transported into some lightless region of subtle horrors" which Kurtz seems to inhabit. Kurtz is repeatedly described as a shadow, and when Marlow tries to convey the essence of his experience, he declares "I am trying to account to myself for - for - Mr. Kurtz - for the shade of Mr. Kurtz." Though Kurtz exists as a character in his own right, there is a sense in which he can be viewed as Marlow's shadow or "double". By declaring that Kurtz is "a remarkable man" Marlow was lumped together with him and this identification with the "nightmare" of Kurtz's "choice" leads to his confrontation with him. It accounts for the "moral shock" Marlow receives when he realises that Kurtz has left the steam-boat to join the natives; and for the following statement:
I was anxious to deal with this shadow by myself alone - and to this day I don't know why I was so jealous of sharing with any one the peculiar blackness of that experience.
When Marlow states "I confounded the beat of the drum with the beating of my heart", he shows that, like Kurtz, he has reached the heart of darkness, "the farthest point of navigation." It is no longer with the wilderness outside that Marlow fights, but rather with its effect on Kurtz and the spell it cast over him. "If anyone ever struggled with a soul, I am the man" he says. That Marlow's involvement with Kurtz amounts to a plunge into the depths of the self is confirmed when he explains that Kurtz's soul "had looked within itself, and - gone man. I had - to go through the ordeal of looking into it myself." Whatever Marlow's arguments, he not only succeeds in bringing Kurtz back to the boat, but remains sufficiently detached to judge with precision the extent of his self-deception, the fact that Kurtz still hides "in the magnificent folds of eloquence the barren darkness of his heart."
So, whilst it is credible to maintain that Marlow and Kurtz act as doubles in the story, this is only a partial "doubling", for Marlow shows what Kurtz blatantly lacks - self-knowledge regarding his own involvement in the colonial enterprise and imperialism at large.