Practice falls into two categories: one is a meditation retreat, not necessarily for a month or a week, just keeping a simple retreat for two or three hours a day is very good. Strictly speaking, there is no way to practice any Dharma without doing retreat or in a distracted, indolent and unfocused state.
Another type of practice is to apply to our daily lives the Dharma that we gained through contemplation and the understanding of Dharma that arose during retreat. Without practice, many of life’s afflictions will remain unsolved. Listening to and contemplating the Dharma will does do some good—through the Buddha’s insights, we can see the true nature of the world and life, and we can become more open-minded—but this cannot completely resolve our afflictions. Therefore, while listening to and contemplating the Dharma, it is most important to also meditate on the Dharma.
~ Luminous Wisdom Book Series 9: The Principles of Liberation