In vacuum, the calculated (classical) interaction between to aligned dipoles decreases with the square of the distance. If the dipoles can't come very close to each other, the interaction will be weak. If you treat hydrogen bonds as a special case of dipole-dipole interaction, you will find that a N-H ... O=C interaction is much stronger than a C-H ... O=C interaction. For one, the N-H group has a larger dipole moment than the C-H group. For another, the distance between the donor and acceptor are larger for the weak C-H hydrogen bond.
When the dipoles of two ethanol molecules approach, they can come fairly close because the hydrogen on the hydroxyl group lacks inner electrons. For ethanal, in contrast, the carbonyl carbon of one molecule has to come close to the oxygen atom of the other. Both atoms have filled inner shells (and more electrons in the outer shell), so that approach is limited by electronic repulsion.
The hydrogen bond has covalent character, explaining why it is a directional interaction. This covalent character (like all covalent bonds) can not be fully explained using classical (Coulomb interaction) arguments. So in a hydrogen bond, we have an additional attractive term that is lacking in pure dipole-dipole interactions. In extreme cases, you might think of the hydrogen bond as a 4 electron-3 center bond (the 4 electrons are the lone pair of the acceptor and the bonding electrons of the covalent bond of hydrogen with the rest of the molecule; the three atoms are the hydrogen, the electronegative atom it is covalently bound to, and the acceptor atom).
Some use Van der Waals forces as an umbrella term for (permanent) dipole-dipole, dipole-induced dipole, and temporary dipole-induced dipole interactions. Others use Van der Waals forces (or dispersion forces or London interactions) as a separate and weaker kind of interaction and contrast it with the stronger dipole-dipole interaction.