Do you play right through it? Practice each section for a certain amount of time? What?
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When Its something fast, I mean ridiculously fast, I learn it part by part.

I'm learning Glasgow Kiss at the moment, which is not too fast, but still kind of complicated, I'm learning small parts everyday.
play sections of it slowly and build it up to tempo on each section, like 10-15 seconds in the song could be like 30-45 seconds depending on how fast it is and how slow it has to be for you to get it down. then work on the transitions from section to section slower than the original solo, then work the whole thing up to speed
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He isn't talking about a song, guys, it's an instructional book.

Practice the exercises you have the most trouble with more than others. There's actually a section in the book about how to practice IIRC, so read through that.
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Everything is in the book man, I think Troy does a good job in explaining everything

I like the one he does for scales, like say you play on G major, first time you ascend from root to the 3rd degree of the scale and descend again, then to the 4th and back, then the 5th etc etc and maintaining a constant speed