Here is the quick rundown of calories and pounds: there are 3500 calories in one pound of fat. Therefore, to lose one pound of fat, you need a 3500 calorie deficit. When you think about how many calories most forms of exercise burns, (including running, which is one of, if not the, most time-efficient and effective way to burn calories) you can see why losing weight is not so easy! Burning 3500 calories from running would equate to about 30 miles of running! Yet, to consume 3500 calories - and thus, undo all the hard work you put in through exercise - is not all that hard. Just eat a hefty dessert along with lunch and dinner for one day, and you will get close! This might be why you feel like you are exercising so much but burning very little. In actuality, while you are probably working out hard, you might not be working out and burning as many calories as it takes to off put the amount of calories you are consuming.
But you also need to take into account your own body and dietary needs. Everyone is different, and everyone's metabolisms burn at different rates. This means that your friend might have a faster metabolism than you and burn 1.5 times as many calories as you do when you both are just sitting on the couch! (I know, talk about unfair!) And genetics play a HUGE factor in how fast or slow your metabolism is - something you obviously have no control over.
If you really want to lose weight, start by tracking and recording everything you eat in a day. I'm definitely not advocating that you should try any sort of crazy or crash diets. But it is helpful to know how much you are eating, to help give you some perspective on what you really need to burn through exercise to see weight loss results. And finally, don't try and lose weight too quickly! That can be dangerous and unhealthy. Start by just one pound a week - which comes out to only a 500 calorie deficit each day, which can be quite manageable!