Many answers address the question of "how to build community." I like those responses! I also want to contribute to the discussion with an emotional intelligence response. The theory is that "loneliness" can be a symptom of underlying internal factors.

While it is true that loneliness can arise from a lack of community, people, and related factors, for some people, the problem stems from not knowing how to be alone. At its core, the question becomes, "Am I externalizing my world, or internalizing my world?" When you externalize your world, you require something external. We are social creatures, and I do believe we need other people. I'm only suggesting that sometimes people need to look internally first.

Personal anecdote: No amount of community would have helped me feel like I wasn't alone, because I needed the world around me to provide some sense of my self-worth. It felt counterintuitive, but for me, I had to learn to be alone. Only then could I feel like I wasn't alone. It all came down to attachment theory and self-worth.