We use “pay attention to” not “pay attention on”.
In English, we often use a preposition with a verb. This is called a dependent preposition. There is often no reason why a verb takes a certain preposition. You just need to learn them in context.
In this example, you need to use the preposition “to” with pay attention. It is better to remember these three words together.
“Pay attention to”
You need to pay attention to the board.
You need to pay attention to your studies.
Pay attention to
We use to in this situation when we want to show what a person needs to direct their attention to.
Pay attention to the floor.
In this case we want to bring someone’s attention to the floor. If you don’t have something that you want to bring someone’s attention to, you don’t need to use to.
If you want to tell someone to pay attention in general, you don’t need to use “to”.
In this case, other prepositions might follow pay attention but they are not dependent prepositions.
You need to pay attention when you are at work.
Pay attention at work.
You need to pay attention while you are on the bus.
Pay attention, on the bus.
In these examples, you need to pay attention in general but not to a specific object. If there is a specific object, you need to use to.
Pay attention to your work.
Pay attention to your wallet on the bus.
Dependent Preposition Practice
The best way to learn dependent prepositions is with practice. Here is a video with exercises that allows you to practice what prepositions go with each verb.