My brother is dying and has no children or wife. I am to take care of his estate( Which is nothing) . What kind of questions should we ask him about as far as What he has in the way of retirement, annuity's Ect. .

He needs a will first or, depending on where you live, the state or country may take over. If he has an annuity, there should be a beneficiary.

I disagree that he must have a will if he has nothing much.
Just ask your brother what he has, and where to find the papers.
Yes, most of anything he might have probably lists a beneficiary(s).
If not, then you can think about a simple will, or he can even give what he has to his heirs while he's still alive, and avoid waits and fees.

Ask him are his affairs in order in case he dies.

Are you in the United States ?