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Have you ever noticed that policemen carry a notebook with them at all times? Take a leaf out of their book, and keep a notebook and pencil on you. That way, whenever you see or hear a new word, you can write it down. Write down where you saw or heard it too, it will help you remember it later.
If you have a smartphone, you can use picture recognition, and take notes with your phone, but remember to review them later.
Whichever way you choose, you can look the word up on the internet or in a dictionary later, and don't forget to use the word in context too.