“Listening to a story” in English is a straightforward translation. If you want to express the act of listening to a story in more detail or with a bit more flair, you could say:
Tuning in to a tale
Delving into a narrative
Immersing oneself in a story
Engaging with a yarn
Being captivated by a tale
Losing oneself in a narrative
Listening intently to a story
Absorbing a story
Entering the world of a story
Following along with a tale