The advantage of this is that you can use all resources, such as libraries and laboratories. But the disadvantage is that you need a sum of money.
If these resources are not needed, it will be easier. Go to the academic affairs office (there will be some difficulties and some methods are needed) and ask for a curriculum of the courses you are interested in.
Generally speaking, no one will stop you from listening, as long as you don't make trouble. Of course, most teachers still support this kind of auditing behavior. You can tell the teacher in advance that you are interested in this field, but it is not this major.