Answer by taking a quote from the following article:

Brown was born on July 28, 1891, in Holgate, Ohio, near Toledo, into a large family largely of Welsh descent. He spent most of his childhood in Toledo. In 1902, at the age of ten, he joined a troupe of circus tumblers known as the Five Marvelous Ashtons, who toured the country on both the circus and vaudeville circuits. Later he became a professional baseball player.

In 1939, Brown testified before the House Immigration Committee in support of a bill that would allow 20,000 German Jewish refugee children into the US. He later adopted two refugee children.  During WWII, he spent a great deal of time entertaining troops, spending many nights working and meeting servicemen at the Hollywood Canteen. He wrote of his experiences entertaining the troops in his book Your Kids and Mine.  Joe E. Brown's other two sons were in the military service. In 1942 Brown's son, Captain Don E. Brown, was killed when his A-20 Havoc crashed near Palm Springs, California. At 50, Brown himself was too old to enlist, but he traveled thousands of miles at his own expense to entertain American troops. He was the first to do so, traveling to both the Caribbean and Alaska before Bob Hope had, and before the USO was organized.  "While big USO names like Bob Hope did not visit the Leyte, Philippine area my father was in (housing was not good), Leyte received any number of entertainers during the war. Dad said the entertainers were all just a bunch of nice people. One group in particular was the top actors from a very popular and large musical of the times. Dad and a few of his buddies would walk back to the tents that housed the USO performers and would visit with them. Mostly, the USO performers were curious about the events on the islands and how the men were handling things. One performer, a "wonderful comedian" named Joe E. Brown, would commandeer a military vehicle and be driven around the island. The entertainer would stop military pedestrians, "ream" them for some inconsequential matter, start laughing, then invite them into the cab so they could be driven to their destinations. Joe E. Brown was greatly appreciated." (Memories of Capt. Donald Courtright, told to his daughter Mary in 2011.)  On his return to the States, he brought sacks of letters, making sure they were delivered by the Post Office Department. He gave shows in all weather conditions, many in hospitals, sometimes doing his entire show for a single dying soldier. He would sign autographs for everyone. Brown was one of only two civilians to be awarded the Bronze Star in WWII.

How would he entertain troops?
spending many nights working and meeting servicemen at the Hollywood Canteen.