It's a good idea to listen to the track a couple of times and if make small notes for reference purposes. Then put the track on a loop (or just press play) and practice the song from end to end a couple of times. Don't worry about individual sections, the main thing is to get the feel of the song initially. When you're up to speed, listen to the track a few more times and take more notes. This will really help you get into the nitty gritty. After that, keep practicing. If you find there are really difficult sections to play, turn off the music and work on those independently, but always come back to play that track and practice things from end to end, because when you're on stage, a small inconsistency might go unnoticed, but if you screw up the feel of the song, you're in trouble.