Answer:
You did not provide the story, but from the given line I can determine:
The meaning from the first sentence ("we were alone") is that wherever they were at the time, there was no one around them. In the second sentence the meaning would be that they weren't only alone in the space they were in at the time, but they were alone in the whole building.
I cannot cite evidence from the text because you did not give the paragraph that the sentence came from.
To make it easier for you to find evidence, know that you can always find evidence from sentences in story's by looking at the sentences around them that are talking about the same thing.
I hope this helps! Have a great day:)