My brother was in a hospital and went to live with friend for a week before going back to the hospital. Now the friend won't give us any of my brothers belongings and his car. The friends say he gave them his belongings. My brother never told us that when he was in the hospital. I have text the friend several times and have received no response. I now have the friend's name and address. What steps should we take should we take to get back my brothers belongings and his car.

The executor of the estate to demand the items back,The car has a title, and is not just given. It as to be signed over.

Anyone can go to Probate Court and apply to be executor, so do that NOW.
You might be able to get a cop to meet you at the friend's, to see if your brother signed over the car title to the friend. If the friend claims he did, you could take a picture of the signature, but proving it is real or forged gets really expensive. If he says he doesn't know about a title, then next of kin can arrange to have the car taken somewhere until probate is settled. If the car is not around, your job gets even harder. You may never find it.

Keep in mind that maybe your brother really felt more cared about by the friend than by his relatives, and may have really wanted his friend to have everything...

Yes, get the local police involved.

Local police will often not get involved in a civil matter. Best to get appointed as executor and get a court order to recover his belongings.