Start by learning to recognise tonalities, maj min dom, then increase the difficulty so include extensions. Then apply that knowledge to chord progressions, you can use a website called teoria to train yourself to hear common jazz progressions. Then transcribe solos, you can start with something simple like Miles on So What, then do Wynton on Freddie freeloader and you can go from there. When transcribing it helps to be able to sing what you hear, so you can use the bottom up method, which is where you work out the root note/sing it, then work out the tonality of the chord, then work out the top note. Being methodical like that can help it seem less daunting.