How we can know the chords when we listen to a song?

I will assume you're talking about finding it out by ear, because the easiest is of course to have the sheet music, or at least chord sheet or tabs...

With listening/using your ears, unless you have perfect pitch (which is extremely rare), you will need to know the key of the song. And when you know where to start, you can - with enough experience - figure out the chord structure of most songs pretty easily, or at least with a little trial and error. Most songs follow a certain structure and you learn to recognize them as you gain experience.

Of course, you most often want an instrument like piano or guitar at your disposal when you figure out the chords. With an instrument at hand, you can easily find the key of the song - again if you are somewhat experienced.

It does take quite a bit of effort and experience to get it right though. If you look at many of the tabs made by amateurs, you will find that way too many of them are dead wrong.

Ear training and music theory. As a college music major I took years of both.

With strong skills in both areas, you don't need perfect pitch, you can figure out what key a key-based song is in, you can understand chord changes and key changes as you hear them, and more. This is the standard that professional jazz players uphold; many classical players have these skills also, but not always. In rock, pop and other styles, it's less common for players to have formal training and this level of skill.

If you train your ear to recognize intervals and chord qualities, and you understand music theory both on the page and IN SOUND, you can play what you hear or imagine, and write down what you hear or imagine, understand written music in the same way that you can hear the words of a book in your head as you read.

Without having perfect pitch and a lot of musical knowledge and experience, you can t, not just by listening to it.

I ve been playing for over forty years and I couldn t do it.

It takes time and practice. There's no easy way to do this.