Some things happen naturally. For example, a naturally smart person might read a book and remember a lot of the details that they read, without having to try hard.

Other things don't happen naturally. You have to "actively work" to make them happen. If you don't have a good memory, you may have to "actively work" to remember things that you read.

Here's another example:

I'm not naturally a good public speaker. I've had to actively work to become good at it.