Dogs are social animals so when it comes to being alone for long periods it can be challenging for them. There are a few things you can do to help them learn that being alone isn’t so bad and help them get used to it. Provide a comfortable ‘safe place’ where your dog can stay alone and ensure it is a nice place for them to be, full of cosy blankets, chew toys, food puzzles and other distractions to stay occupied.  Consider playing music (something light, light classical or where there is a lot of talking).

When you do leave, which everyone will have to do at some point, try not to make a big deal about leaving or when you come back. To help them learn that it’s not worrying or a fuss to be alone and that they can be calm and play until you return.  When arriving only provide attention and fuss when they are calm and all 4 paws are on the floor. If this is quite hard as they are extremely excited for your return then ask for a simple command that requires them to be still or calm, such as a sit and then after they follow this calm command that you’ve asked them, provide a treat. After a while when you return and frequently provide treats for 4 paws to the floor or for a calm command they will provide these more often. 
Another option to help your dog understand that you are going out is to add a simple cue to let them know that you are going. For example a wave and ‘bye’ or an index finger and ‘i’ll be 1 minute’. Provide food-stuffed toys or kongs filled with frozen liquid food (yogurt, chicken stock, mashed banana, peanut butter etc.) to encourage licking behaviour as this is self-soothing and can help calm them without you there. 
If you want to find out what your dog is getting up to or how they are coping when alone then consider asking neighbours, if you are close with them, to keep an ear out if they are around and nearby during the day. Maybe a better option would be setting up a doggy camera so you can monitor them while you are out and see what they get up to. You might find out that something in particular sets your dog off when you are not there, for example post through the door. 
If you do find any destruction when you return then try to ignore it, it isn’t personal and they’ve only destroyed it because they were so stressed that they reached the point that they had to express it through that way. Never tell them off as this will just increase their stress and make things worse.
You can help train your dog to be alone by starting small, even in a separate room and keep out of sight for a short while, then when they do not bark return and provide a treat. Build this up so you are out of sight for long periods and reward if they are calm, haven’t made any mess/destruction and haven’t barked. If they do bark or whine then do not return to them if you can and definitely do not reward them. They will learn that if I bark or whine, then you will return, which is what they want. and therefore will do it again. Remember that every dog is different and for difficult cases it is recommended to speak to a qualified dog behaviourist and speak with your vet.