"Check out" is a common thing say in this case.
A: I recommend the band called OO.
B: Okay. I will check them out.
You can also say, "I will have a listen." → I had a listen to their song called OO.
この場合、"Check out" というフレーズがよく使われます。
A: I recommend the band called OO.(OOというバンドがおすすめです)
B: Okay. I will check them out.(分かりました、チェックしてみます)
次のように言うこともできます。
"I will have a listen."(聞いてみます)
"I had a listen to their song called OO."(彼らのOOという曲を聞きました)