The correct option is B Listened to me
The words 'If he had' suggest that the sentence is a conditional sentence because it begins with 'if'. Such a sentence is a Type 3 conditional sentence, where the structure is if + past perfect for the If clause. The main clause is in the perfect continuous conditional (would not have got lost).
In the underlined part "listening to me", 'listening' is a present participle whereas the clause "If he had..." is in the past perfect tense. Hence the word must be changed and option D is incorrect.
Option B: 'Listened' is the required past participle: if + past perfect (had listened). Hence B is correct.
Option A: Verbs like 'listen' usually take a prepositional object, i.e. a noun phrase that begins with an object: to me. The preposition 'to' is missing here. Hence A is incorrect.
Option C: 'Listen me' is incorrect because 'listen' is in the present tense form. Also, 'to' is missing'.