When you are at university, you go to or attend lectures. This applies at least to British English.
I have never heard take a lecture. Take a class perhaps.
In the following situation you would probably say go to rather than listen to. "I can't stop. I have to _______ a lecture by Professor X."
Example: When you go to lecture, you should listen [to it] carefully and take notes.
Yes, I do. But not both attend and go to! They both mean the same.
I'm not saying that you can't say listen to a lecture, but I wouldn't expect a student to say this. You might also hear "We have lectures on business management." (but "We listen to lectures on business mangement" I would find unusual).