The Great Gatsby, to entertain

Could you please tell me the meaning of "cool" and "entertain" in the following excerpt of The Great Gatsby? Does "entertain" mean "to talk"?

Sometimes she and Miss Baker talked at once, unobtrusively and with a bantering inconsequence that was never quite chatter, that was as cool as their white dresses and their impersonal eyes in the absence of all desire. They were here—and they accepted Tom and me, making only a polite pleasant effort to entertain or to be entertained. They knew that presently dinner would be over and a little later the evening too would be over and casually put away. It was sharply different from the West where an evening was hurried from phase to phase toward its close in a continually disappointed anticipation or else in sheer nervous dread of the moment itself.

Thank you.