The short answer is, lots of practice, I'm afraid. Often part of the problem is we learn the sounds of words in isolation and yet when they are put into a sentence, we get something called 'connected speech', where certain sounds blend to create new sounds and other sounds completely disappear. If you have a textbook, it should have the transcript of the audio in the back. Try listening to the audio without the transcript, identify the keywords, see if you can discern the meaning from this. Try listening again, see if repeated listening helps. Finally, listen whilst following along with the transcript. Pearson's Speakout English is particularly useful and has lots of listening resources online; https://www.english.com/speakout/. Exposure is the key, so the more you can practice, the better :)