There are no direct quotes that clearly state that Candy is lonely, rather you have to infer his loneliness from what he says and does. For example when he overhears George telling Lennie about the dream of owning a patch of land, he is eager to jump in and join them in this dream, offering his own money to help them purchase some land:
"Tell you what -" He leanded forward eagerly. "S'pose I went in with you guys. Tha's three hundred an' fifty bucks I'd put in. I ain't much good, but I could cook and tend the chickens and hoe the garden some. How'd that be?"
He is even willing to leave his money to George and Lennie if he dies. We can see here his desperation for companionship and fellowship because of his loneliness.
Likewise we can infer his loneliness by his reluctance to let his dog be shot. He tries again and again to put of Carlson from shooting his dog, and he reveals the friendship he has had with him:
"Well - hell! I had him so long. Had him since he was a pup. I herded sheep with him."
His reluctance to let his dog be killed and the way he keeps on trying to change the subject and put Carlson off clearly indicates how important this dog is to Candy - he only friend.
"when she talks about her husband not wanting to be with her..
and always going out to town and leaving her alone at the ranch"