When people say they did it all alone, it doesn't necessarily mean they did it without making money from other people. There is nothing in this world that you can do and make a profit without other people being involved.
a musician won't make money if his fans don't buy or stream his songs or if they don't go to his shows. An artist won't make money if people don't buy his art. Even a Bitcoin trader won't make a profit if somebody doesn't buy or sell. Everything consists of people, that's the way the world works.
When people say they did it alone, it means they did it without help or support from anybody. It means they built their business or whatever it is on their own.