"Listen" can be used without the prepositional phrase if the phrase is understood. "Please listen carefully" implies "to me" or to some other speaker or sound.

The important thing about a "prepositional verb"* is that an object follows. That's the whole reason for the preposition existing in the expression. So as for your question, you must have "to" following "listen" if you give an object. "Listen to music" is correct, and "listen music" is not. Simple as that. * Keep in mind that this is simply a way of explaining how English works, and as far as I can tell, this is a fairly new way. You can also call these "verb-preposition collocations" if you wish. Whatever works best for your understanding. One more thing... it will probably help you a lot to understand how transitive and intransitive verbs work. This is another way of answering your question about the verb "listen".

The short answer is yes, there are times when you will use "listen" by itself. "If I don't listen carefully, I will not hear what you are saying to hear."