Huh...that's what it's called. Playing by ear. I used to just listen to the song over and over again, a real pain with a manual turntable, and find some familiar notes, write down the words, put the notes by the word or above it and repeat until complete. Luckily rock, and country, and blues songs usually repeat every so often so I only needed to learn one verse, chorus, and sometimes an intro/outtro,they are usually pretty close to being the same,and a pre-chorus or bridge if it's a fancy song. Just kidding. However, It's always a good idea to write everything down. If you have the words you can organize what you've already pick up. It's good to know theory and you'll pick it up. sometimes without realizing it. Start simple like "Louie, Louie" by the Kingsmen (3 chords); as a mater of fact that 3 chord thing is in about 80% of all rock songs and country and blues songs.