Some verbs are followed by a direct object ( I saw the cat. Cat=direct object). Other verbs are followed by a preposition and an indirect object, that is, the action is being done "to," "for," "with regard to," "in consideration of," "from," "about" someone or something.
The verb "to watch" takes a direct object. I watched train pass by. I watched the sunset. I watched a good show on TV.
The verb "to listen" takes an indirect object. I listened TO the entire program. I listened TO the wind. I listened TO the radio.
The verb "to hear" takes a direct object. I heard a loud noise. I heard the singer on TV. I heard the rain on the roof.
Some verbs can take a direct object and an indirect object in the same sentence. For example, I explained the grammar rule [direct object] TO you [indirect object]. I gave a book [direct object] TO my friend [indirect object]. I am doing this work [direct object] FOR my boss (indirect object).
I do not know what your native language is but European languages generally distinguish verbs that take a direct object from ones which take indirect objects (they are called transitive vs. intransitive verbs) but they do not do so in the same way from language to language. (Russian for example has different grammatical cases for direct and indirect objects and their pronouns.) The grammatical term for the verbs is not important. Rather, you just have to memorize which ones require a preposition in English.
Also remember to use an article (the, a) before "radio." He listens to the radio. ("He listens to radio" is not correct.)