I think that the best thing you can do is just be present and listen without trying to fix anything. It is hard to give constructive advice in a difficult situation like that. The grief with Alz often starts long before the actual passing. They've likely been grieving the loss of the relationship they knew for years, and now the finality of it can bring a whole new wave of feelings.
Don't shy away from letting them talk about their spouse, whether it's happy memories or the hard parts of illness. Talking about it can help more than giving actual advice. Just validate their feelings and try helping them with simple everyday tasks, since they can feel impossible when they are emotionally unstable.