What do Jehovah witnesses loved ones do when someone dies?

From a purely physical view, we take care of the necessary matters - funeral or memorial arrangements, whatever else needs to be done when anyone dies - basically the same thing as anyone else does when one of their loved ones dies.

Some cultures may have customs associated with death that go against Bible principles, so we do not do that.

From an emotional standpoint we grieve, just as anyone else would grieve, but not to the same degree as those who have no hope; that is, we do let it overwhelm us because we know in the near future death is to be eliminated. (1 Thessalonians 4:13) We will continue to miss our loved ones until they are back with us after the resurrection, but in the meantime we get on with our lives.

Spiritually, we lean more on Jehovah than we do under normal circumstances, but hopefully the loss of the loved one gives us additional motivation to remain faithful. (Ecclesiastes 7:2)