Go to Victoria, and peruse her library (in Mayor Cecil's building, top floor). There, you will find two materials - the main one is something like 'Warming up The Crowd' or some jazz like that, for one-man shows. There's a two-man show in there, as well, a pamphlet I believe.
Make sure you read the books, then you'll get a notification in your Log that you've 'got some material' to perform.
Then, go perform!
