Listening is a skill. You may be thinking, "I listen all the time how can it be a skill." Well there is two types of listening, active and passive.
Passive Listening is what everyone does all the time. When a noise is made near you, you will hear it. But you may not be trying to here it, and it becomes background noise.
Active Listening is the act of listening. Listening to understand, focusing on what the person is saying or listening to movement in the foreground. Think of it like your going bird watching. If you are trying to find an bird you want to be quite a listening for movement in the trees trying to locate where it is show you can take that picture. If you do not listen for the bird you will won't find the bird.
Ask Questions that you want the answers too. When your in class we all hope that we can ask questions when we need to. Many professors want you to ask questions, it is how that measure if your learning or not.
How - When you ask you question make sure you have a purpose. You want to ask a question that your trying to find the answer too. If you ask, "what is the final project?" yet this is in the syllabus and was discussed in class. You probably want to ask a more specific question. "Can I use _____ for the final project?" This would be a more specific question that the professor can answer.