Once you have chosen which words to learn, you next have to decide how you are going to learn them. Here are a few ideas:

write the words in a notebook (with their translations or definitions)
write the words and definitions on small cards 
(advice on how to do this)
say the words many times (if you have an electronic dictionary you can hear how the word is pronounced)
put the words into different groups (you could use a graphic organiser)
write them in a file for use with a computer program (such as Quizlet or the one on this site)
make associations (in pictures or with other words)
ask someone to test you
use the words in your own speaking or writing

Some students put a tick or cross in their dictionary next to every word they look up. The next time they turn to a page with a marked word, they quickly check to see if they remember the meaning of that word.

In all of the above ways, you are doing something with the words. It’s usually not enough to just read through a list of words with their definitions or translations and try to remember them. Most students find that they memorise words better if they do something with them. Even better is to try and learn the word in a typical combination with other words. Learning that to apologize means to say sorry is a good start, but it's much better to learn a whole expression containing the word, e.g. He apologized for being late. Not only is this often easier to remember, but you are also learning some very important