buongiorno Alessandro
To Listen = focusing on what is being heard. whether that is: lyrics to a song, a bird chirping, what someone is saying etc.
To Hear = Is a natural human ability. No matter what, you are always hearing something. If you aren't fully Deaf
To listen:
listening means you are FOCUSING on a specific thing. if you are listening to a song, then you are FOCUSING on either the lyrics or the instruments, or even a specific instrument. you can listen to the guitar or piano, or saxophone etc. you can also listen to a person speaking. Which means you are FOCUSING on what they are saying.
To hear:
hearing means that its something that you naturally do. its an ability. If you are hearing a song, that means you might have it playing in the background while cleaning or while working out. Hearing is out of your control, when you walk outside you hear birds chirping, you hear people talking, you hear cars driving by, you hear many things. But if you are FOCUSING or PAYING ATTENTION to the birds chirping then you are listening to the birds. But no matter what you are always hearing because hearing is a natural human ability while listening is not.
"Have you listened to that song?" is correct, just as long as you mean that there is a specific thing about the song that you want me to listen to. If you think that the song is stupid then you could ask me "have you listened to that song?" I would respond with "No, why" and you would say "Because its so stupid, you have to listen TO THE LYRICS, it will make you laugh."
if you ask me "have you heard the song?" its just more of a general thing. There is nothing specific about the song that you want me to hear.
"im listening to a song" is correct = that is the main thing you are doing (focusing on) or the only thing you are doing (focusing on)