Decide what this chapter is for
One sentence. 'This is the one about why I escalate so fast.' Listening with a question in mind produces dramatically better retention than listening receptively, and it costs fifteen seconds.
Which edition to buy is answered elsewhere on this site. This page assumes you have chosen audio and covers the harder problem: audio moves whether or not you are following, and without a deliberate method a six-hour book can pass through leaving very little behind.

About ten minutes of extra effort per chapter. It is the difference between having listened to a book and having used one.
One sentence. 'This is the one about why I escalate so fast.' Listening with a question in mind produces dramatically better retention than listening receptively, and it costs fifteen seconds.
When something lands, mark the position and keep going. Stopping to think breaks the flow and stopping to write breaks it further. Collect now, process afterwards.
Before revisiting any bookmarks. What you can retrieve unaided is what you actually have — and the act of retrieving is what fixes it. This step does most of the work on this page.
Now listen to the marked passages again and write down anything you missed. Two passes over a small amount beats one pass over everything.
Written, in a notebook or notes app. This is where audio most often fails — the prompts are read aloud in full and hearing a question is not the same as answering it.
One entry per chapter, written from memory before you check anything. Five minutes.
Including where speed helps and where it does not.
For explanatory material, often yes — 1.25× or 1.5× is comfortable for most people once adjusted. For the chapters you recognise yourself in, slow back down. Speed is a tool for absorbing, not for the parts that are about you.
Usually because listening happened alongside something else, and because nothing was retrieved afterwards. The three-lines-from-memory step is the fix, and it is more effective than re-listening.
Walking, yes, and it is a good pairing. Driving is fine for a first pass and poor for anything you intend to work with — you cannot bookmark safely, and the material in the early chapters is not always comfortable to hear at speed on a motorway.
Chapter by chapter, with the five minutes afterwards. A straight-through listen is one working day and it produces recognition without practice — which is pleasant and does not change anything.
More effective than most people expect, particularly for chapters 13 to 15, which listeners most often report replaying. Re-listening to a marked passage beats re-listening to a whole chapter.
The visual reminder that a prompt is sitting there unanswered, and the ability to search. Nothing of the text — the narration is unabridged and reads the prompts in full.