Basically whatever they want. Usually they will finish one round, go to the scorers hut and sign their scorecard and make sure everything is correct, then they will do some post round interviews. They can then do whatever they want, as long as they are on the tee the next day at the time required.
If you are talking about the US Open and the constant delays this year, the players will just grab a quick bite to eat, perhaps sleep, work on putting (because the range will most likely be closed) or just watch tv.
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