It is (or should be) part of the dictionary definition of each verb (and many adjectives and nouns) what kinds of object or complement they take.
It happens that hear takes a direction object:
Hear takes a direction object: "I I heard him"him.
but listen requires a "to" object:
Listen requires a "to" object: "I I listened to him"him.
Similarly, see takes a direct object:
See takes a direct object: "Did Did you see the show?"
and watch also takes a direct object:
Watch takes a direct object; "Did Did you watch the show?"
but look does not, and requires an "at" object:
Look does not, and requires an "at" object: "Did Did you look at the book?"
There's no rule or logic to this: it's just the way English happens to work at this stage in its history.