"It was Mrs. McCool's night to go with the can for beer. ..."See in text(The Furnished Room)
These were the days before Prohibition when saloons were everywhere and frequented by men only. Mrs. McCool might have been able to go inside and get a pail of beer, but she would not have been welcome to drink it there. In fact, it was common for parents to send their small children to saloons to bring back a pail of beer, often called "a pail of suds."
"“They comes and goes. A good proportion of my lodgers is connected with the theatres. Yes, sir, this is the theatrical district. Actor people never stays long anywhere. I get my share. Yes, they comes and they goes.”..."See in text(The Furnished Room)
No doubt most of the "theatrical people" were vaudeville performers. They would rent furnished rooms because they were "booked" on "circuits" and were always on the move, traveling by train from city to city and from town to town, living out of suitcases and eating in diners. Vaudeville--with its retinue of stand-up comics, singers, tap dancers, acrobats, magicians, trained-dog acts, etc.--was the most popular form of entertainment in America until the arrival of motion pictures, and especially so-called "talking pictures" in 1927, after which it went into a slow but relentless decline, throwing many thousands of people out of work.