Well, first of all remember he is very young and things will probably improve any way as he matures.
But there are a few things you could do to help, and make his life at school happier in the long run. There is a big contrast between life at home, where he is given lots of attention, and probably choice, to life at school, which is necessarily constrained by routine, and where he has to share adult attention.
So, at school he has to sit and listen for a few minutes, even if he would rather be doing something else. At home, you could try calling him over to share a story or do a jigsaw, and gently insist if he does not want to just then. The idea is to get him used to doing something perfectly pleasant, that he would rather not do at that exact moment! just reducing his choice a tiny bit.
You could also talk to him about listening to the teacher - explain why he should very simply. Be firm that this is non-negotiable. Maybe offer a small treat if the teacher reports an improvement! 
Lots of children find it hard to accept that at school they cannot speak exactly when they want, but may have to wait for other children or adults to finish. So at home, don't let him interrupt your conversations; just say to wait a moment while you finish talking to granny or whoever (and then make sure you talk to her for a minute or so more!)
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Hope you don't mind me making these suggestions. These are ideas lots of parents have tried with children who find paying attention hard - they are not being hard or uncaring; quite the opposite, they are trying to make sure their children have a happier time at school and get told off less! (I teach reception btw, and have 2 DCs of my own, one of whom was v young and lively in his first year at school!)
HTH