They could be like hidden influencers. Zeus might use his lightning bolts to disrupt the enemy's supply lines by striking at key transportation points. It's like they are working behind the scenes, not fully revealed to the general public but making a big impact on the course of the war.
In the novel, the Greek gods could be in a different dimension that is somehow connected to the World War 2 world. They can project their powers into our world. Apollo could shine his light on areas where the Allies are making a secret mission at night, helping them remain undetected. The gods' actions would be based on their own agendas, which could be related to the balance of power in the world or their own rivalries among themselves.
The Greek gods could be reincarnated as humans in the World War 2 era. They retain some of their godly powers but are also limited by human forms. For example, Poseidon could be a sailor who has an uncanny ability to navigate through the most dangerous waters, guiding Allied ships away from U - boats. They would be in the thick of the action, trying to use their powers for good or bad depending on their godly natures.