After being a Music Educator for many years, I have found that each Musician is different & we all learn in varying ways--there is no magic formula. What I can tell you is that if you have not figured out what works for you yet, try a variety of ways.
If you are more "by ear" and can find a recording, you might try listening to it a few times first.
   If you have printed Music-notes or tab, you can start there and like Cluin offers, a measure or a phrase at a time.
   Either way, always play slowly with a STEADY beat, and always play a measure PLUS a note-or stop after the bar line to avoid training yourself to pause after phrases. That's right, cause we often train ourselves to play incorrectly by practicing the mistakes into the Music. Begin learning Music by practicing correctly! By the time you can get through a whole section or the whole piece, play slowly enough to be able to play the more difficult parts correctly--this avoids stops & starts & speeding up & slowing down in performance.
   "As ye practice, so also, shall ye perform!"
If you are more advanced, I prefer to teach more advanced students to first read through with their eyes and identify the more difficult passages. Learn them first! A measure plus a note, till you have it perfect. If you have it right, play it correctly 5 times in a row & you've got it.