My strong suggestion is that you write and keep notes on the papers you read. There is some evidence that hand writing the notes is superior to typing them for learning purposes. The goal is to engage the mind more fully in what you are trying to learn and note taking is a good way, especially if you don't have exercises to solve.
But even better is to summarize your notes a bit later. You can do this by entering your summaries onto electronic media for saving and later searching.
But one thing that is worth considering is to take your notes in a way that allows you to later extend them as thoughts occur. This is much like a "research notebook" in which you record yet unsolved problems and your thoughts on coming up with solutions. These problems might just be thoughts that occur to you as possible research areas but that you need to defer for the moment while you do higher priority things.
But the key is to fully engage the mind. For most people reading isn't enough. It works for short term retention but not well enough for long term learning. Writing is a better mechanism - especially writing by hand.