Short answer for flight training and real world ops:
You track every radial and to every VOR or to every waypoint that is issued to you in your flight plan when you are given your clearance. The only real exceptions are when you hear "cleared direct XXXX" which will typically bypass a point or two or if you hear "after XXXX direct XXXXX" Sometimes ATC will tell you to fly direct to your current point or the next and then will more or less delete a few points after that amending your clearance which in essence becomes your new clearance.