What makes vocabulary words or concepts stick best for you?
I personally work best with auditory-visual learning. When I'm listening to audio for a language textbook, I like to listen to it first without reading the passage. Then I will read the passage without sound, and finally, I'll listen and read at the same time. By the time I do the last step a few times, whenever I hear one of the words in a conversation, I can see the little clipping where it's spelled out.
I also tend to associate pictures with vocabulary and sound, so when I see the picture or one similar to it, my brain triggers the vocabulary word or sentence (some of the resources I use for Dutch teach individual words with pictures, but also teaches you words by giving you full sentences along with pictures).
I learn them when I use them in my own sentences. Let's say I have seen a new word. I look it up in a dictionary to see what it is in my native language. Then half an hour later, I make a sentence in my language using that word, and try to translate it to my target language.