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:
I heard him.
but listen requires a "to" object:
I listened to him.
Similarly, see takes a direct object:
Did you see the show?
and watch also takes a direct object:
Did you watch the show?
but look does not, and requires an "at" object:
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.