She's trying to make... I don't know, make friends so they can perform together at the next show. The Pet Show is going to be at the zoo in Chicago. It's cold in Chicago. The people that are invited are afraid and hesitant to attend because they will be required to perform and the animals are the audience.
They are feeling like they are trying to make friends. Their names are Caroline and Cari. The cat is Caroline. Right now they are in Pennsylvania Station waiting for a train. But the railroad says you have to sit on the last car and wave to everybody as you go by.
I imagine they fear fleas. This is "The Cat's Meow"; it's a song. The song is not from animals. Frank Sinatra wrote "The Cat's Meow".