Theme is a main message that tends to come through in a piece of writing. It is the underlying point, meaning, or focus of the entire poem. So, that is how you can explain what theme is; I also provided a link to a discussion of the themes in this poem. That should be helpful. The theme of alienation is especially present, as the main character, Prufrock, feels totally alienated from the crowds that he finds himself with at these tea parties that he goes to. He even feels himself alienated from the woman with whom he wants to have a serious discussion with. There are too many instances of alienation in the poem to include them all, but think about these passages. Consider the passage where he compares himself to a crab:
"I should have been a pair of ragged claws/Scuttling across the floors of silent seas."
He shows his alienation here because he would feel more comfortable as a crab, scuttling across the sea floor; it is an image that he is more at ease with than actually being in a room socializing easily with people. He feels conspicious (look to the passage where he imagines them scrutinizing his appearances as he leaves the room ), lonely (look to the passage where he compares himself to lonely men smoking their pipes), and as ugly and unlikable as a crab. He fears being misunderstood, and having awkward conversations; he says he fears the woman sighing with irritation and stating, "That is not what I meant at all" in response to some misinterpretation of her intentions. And, at the end, he describes the fact that he hears beautiful mermaids singing (possibly symbolic of the women he so admires) but that he does "not think that they will sing to" him. Again, he feels alienated, that there are people out there living life, enjoying themselves, but that he isn't a part of all of that.
Because of the guidelines of the website, I suggest submitting the urbanization theme in a separate question, as one question is allowed a day. I hope that those thoughts on alienation help a bit; good luck!