To be envious is to wish you had something that someone else has. This includes having their whole situation. You can envy someone for their job, their lifestyle, whatever.
"Jealous" is definitely sometimes used with that exact same meaning. You might hear an exchange like:
Person A: "I've got tickets to Hamilton next week."
Person B: "Ooh - I'm jealous!"
In my experience, children know and use the word "jealous" in this way, and don't use "envious." "Envious" is a word you tend to learn as you get older.
However, "jealous" has a larger range of meanings, often fitting in the broad category of wanting to guard what is your own. Very commonly, it refers to being excessively possessive of your partner in a relationship. But you can also find such expressions as "a jealously guarded secret."