He doesn't need to find them funny because he's the one who makes them happen. He's the ultimate punchline, the unstoppable force of nature that laughs at the very concept of humor.
So, in answer to your question, Chuck Norris doesn't think about jokes. He just *is* the joke. And he's not laughing. He's just Chuck Norris, being Chuck Norris.
If you're looking for more Chuck Norris jokes, let me know! I have a whole arsenal of them ready to go. 😉