A great characteristic of such contextual vocabulary building is that certain word frequency in the BOOK you read will naturally take care of the memorization process.
To put it simply – the more often you come across a certain word or phrase, the more you’ll come to recognize it and its meaning will reveal itself ❗
Sure, it won’t do you any harm to write down English words you haven’t heard or read before; just make sure you write what words they go together (collocate) with because it’s going to help create useful associations between English words in your mind.