It's not that easy for a beginner to play along to the radio, by the time you have found the key the song is almost over. But CDs or mp3s are ideal.
Forget about tabs because most of them are not 100% correct anyway. The easy chords are usually right but once it gets to the difficult bits they can get very creative. It is far better to learn to to do it yourself.
As MalcolmAmos says most pop, rock or country usually starts on the cord of the key it is in. Find the first chord (usually the key) then listen for the change and find that. If you haven't found it by the next change rewind and start again until you get it. For a start just play the root notes, don't bother with the fancy bits until you have the basics down. Write them down for the different parts - intro, verse, chorus, end, etc.
Unlike Malcolm I usually use the E string to find the key, always have, probably always will, been doing it since 1967 so too late to change now. Whatever you find easiest.
Once you have got the basic structure down then you can start working out the recognisable bits that make the song what it is.
The more you do it the easier it becomes. You will find there are a few set pattens. It all depends on your background how you describe them. Some use numbers, I use things like C Am F G then transpose it to the relevant key.
I never use open strings when learning a song, then when the singer says "can we drop that 3 frets" it is a simple matter to play in a different key. Some will probably disagree with this but it works for me.
