first answer: taxes
second improved answer: Governments can also borrow money to pay for wars & other things. If a government issues debt (example war bonds), then it will normally try to pay back its debt by using taxes & other government revenues to fund the interest & principal payments.
Your question is vague as to which government & which war effort. Some governments (such as Nazi Germany, Soviet Union, Imperial Japan) also pay for war by stealing, confiscating, looting, creating slave labor, etc.
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Raising taxes and issuing war bonds were two primary ways the United States financed the country's involvement in World War 2. The government also engaged in deficit spending.
Congress passed the War Revenue Act of 1917. The Government borrowed money to pay for the war.
To finance the war effort, the U.S. government relied primarily on sale of "Liberty Bonds." Answer
Loan money to the government for the war effort
National War Labor Board
Office of war mobilization