Hi Jose,
Thanks for your question!
We’ve found that one of the biggest hurdles students typically hit with ear training is to dive in (e.g. practising interval exercises with a program like EarMaster or our own apps) without understanding the bigger picture and planning their training to meet their musical goals. As a result they get bored, or frustrated, and give up.
So my #1 recommendation would be: get clear on your goals and work back from there to create your training plan.
You mention wanting to play the chords for a song, that’s a good overall target. Please read this article on how to make that goal truly clear and effective.
These two articles on how to learn chords and progressions should also be helpful:
I hope that helps. Please share your detailed goal and plan here!