There are many differences between musicals and non-musical films, but, on closer inspection, there are many similarities, too. All films aim to create a memorable experience for their audience. Sometimes the main difference between two movies will be simply that one film has song and dance routines, and the other doesn't. But the film's themes may be the same.
Musicals mostly take the stage musical style, in terms of performing to an audience, into a film environment. For a movie musical, the musical star will perform in a knowing way to the camera. In a non-musical film, an actor or actress will rarely look directly into the camera, but, for a musical, this is normal, and is seen as a way of engaging the audience. A musical star is expected to give an all-round performance, which often involves singing, dancing and acting. A non-musical actor or actress is expected to just act.
In the 1930s, musicals were mostly filmed on a soundstage, which imitated a theater environment. This is still a common way in which musicals are brought to the big screen, but there are exceptions. The movie "Mamma Mia!" used the songs of Abba, but this film made full use of a location setting. If a non-musical film is shot on a soundstage, it is still made to look realistic. Shooting on location is expensive, but many films must do it out of necessity.
The dialogue in a musical works as a link for the songs. Though the songs are the most important aspect of a musical, the dialogue should not be seen as a negligible part of the production. In fact, most dialogue in musical films is much wittier and more important than in non-musical films, because it can't rely on pictures to tell the story, as with non-musical film.
Story lines in musicals and non-musicals are not radically different. They both want to connect with an audience on a human level. A musical such as "West Side Story" touches on love, hate, violence and bigotry, and is, by itself, a fine drama. Musicals are meant to move an audience, as well as to entertain them, and love is often a recurring theme - which is true of many non-musical films. Take the music out of a musical and the content will seem very similar to a non-musical film.