Follow the steps described in Improve your English Listening.
Some good news shows with easy language for English learners are ...
the BBC Lingohack (UK), Learning from News from the Bangkok Post (with audio), CNN 10 (US) and the Voice of America (US). They have videos or audio, scripts. and the first two also explain the main vocabulary.
More advanced learners can watch or listen to regular news from ABC Radio (AU), AlJazeera (QA), BBC (UK) and CNN (US).