There are various techniques you could try to get vocabulary to stay in your memory. Some work well for some people but not for others, but they're all worth a try. Perhaps one of the following, or a combination of them will work for you:
Flashcards involve writing the words or phrases you want to learn on one side of a card, and putting the meaning, definition and/or translation on the other. They might be physical cards or virtual electronic cards and both types have advantages and disadvantages. You can carry the physical cards around with you and pull them out to look through whenever you have a spare moment. The process with writing the words and meanings can also help you to remember them. While the electronic ones can include audio, video and spaced repetition systems which test you on the words at increasing intervals and bring up the ones you find difficult more frequently.
Associations - a method of making connections between new words and ones your already know, either in your native language or in other languages you know. For example, to remember the Russian word for juice, сок (sok), you could imagine drinking juice through a sock. The stranger and funnier the images, the better you'll remember the words, and once the words are in your long-term memory, you probably won't need the associations.
Rhymes - another possible way to remember lists of related words, such as days of the week, colours, numbers, etc, is to recite them regularly with a particular rhythm. You probably have a rhyme for remembering how many days there are in each month in your native language (e.g thirty days hath September, etc), and you could use similar kinds of rhymes for other groups of words. Or you could take their initial letters and make a mnemonic like "Richard of York Gave Battle in Vain" = red orange yellow green blue indigo violet (colours of the rainbow).