Well, there are several ways of learning vocabulary. 1.) Make a list of new words their pronunciation, meaning/ translation and example phrase or sentence. You should revise this list every day. Do not leave it up to last day before your next English lesson. 2.) If you are visual type of learner you can rewrite new words several times, or highlight them. 3.) It is always good to learn new words in whole sentence not just as individual words (you learn grammar structures and at the same time you learn different meaning of a particular word in different context). 4.) Say words aloud when revising the vocabulary (so you can hear yourself pronuncing the new words) 5.) You may ask your friend or family member to read new words for you if you are audial type of learner... There are many more ways. It is always on you to choose the one that helps you the best.
Many learners get easily frustrated when they do not understand the English native speakers. The reason is not always their lack of knowledge but the materials they use for learning. In fact, the problem is that many learners are used to something like the standardized form of English. They use the adapted materials while learning English. But number of people speaking standardized English nowadays is rather small. We should use as many authentic materials as possible (listen to authentic conversations, watch youtube videos, watch movies, etc.) Just listen to yourself speaking. Do you always use standardized proper Slovak? Imagine how difficult it would be for foreing people to understand you if they were not used to the various dialects and accents in Slovak language. As soon as you get familiarized with authentic language, you will understand more and more every day.