The politician gets warm by putting his hands in his pocket because he can’t put his hands in other peoples pockets to take their money.This is funny because politicians don’t usually spend their money but they always get money from other people. The boomerang joke is funny because when you throw it, the boomerang always returns to you. So, throwing it away always makes it come back and you can’t put it in the trash.

Politicians are usually seen as corrupts that steals people taxes. So when they say that it's so cold outside that politicians haver their hands in their own pockets, mean they don't have their hands onto others pockets (so they're not stealing). For the second joke we need to know that throwing something away may have two meanings: one is to fling something in the air (which in the case of a boomerang would cause that it comes back if thrown correctly), and the other meaning is to put something in the garbage. So this guy is trying to buy a new Boomerang, so we assume they are trying to put the boomerang in the garbage but they can't cause when they throw it away it always comes back .