When using audio books for language improvement should you listen to the whole book?
In many cases I just listen to parts of these books. It is useful to then read these same parts and then listen again. The idea is to bathe your mind with the language. The more interesting you find the content, the more effective your listening will be. When you read it is a good idea to underline or make note of words and phrases that you really want to be able to use. Then when you listen again you will notice them.
Listening is a kind of sensual enjoyment of the language. You are following the meaning but you are also enjoying the words and phrases and getting used to them. Each time you listen you will focus on different words and phrases. It is not possible to be focused all the time.
Some books you will want to listen to from beginning to end, but very often just doing parts at a time is good enough.
I do believe, however, that one goal is to improve your reading. You should get to the stage where you can comfortably read a book, from cover to cover. If you have not done so before, when you do so you will feel a sense of achievement, like climbing a mountain or running a marathon. Thereafter you will find it easier to read.
At least these have been some of my experiences with different languages. The key is that the content is of interest to you. Good luck!