Pentanal does have a highly polar C=O bond, making it a good hydrogen bond acceptor, but as it doesn't have any acidic hydrogens, no actual hydrogen bonding can take place. 1-Pentanol, on the other hand, is both a hydrogen bond donor and a hydrogen bond acceptor, which allows for the increase of intermolecular interactions and thus an increase in boiling point.
The difference in boiling points of alcohol isomers, however, is a bit more difficult (read: I don't know how to explain it correctly), so I'll leave that to someone else.