I don't take notes often. When I come across good expressions, I take a mental note. As long as I keep on reading, they will come back. Of course, this is a lazy man's way of learning... I try to take notes now.
It's a luxuary my wife grants me. I don't know how long I can keep the habit:)
A Free Life is a heavy book. If it seems intimidating, you can start with his short stories, lik The Bridegroom, or A Good Fall.