This is a Blues Boogie following a typical 12-Bar format. There isn't very much variation between the bars, so once you've learned the first couple of 12 bar runs, you'll pretty much know the rest of the song.
Before looking at that, just a word about thumb-muting. You'll see that throughout the song we use the thumb to mute the Low string(s). This is an effective way to eliminate unwanted notes during overstrums. To do it, just bring your thumb up over the top edge of the fretboard and lightly touch the Low E string. Just enough to mute it - but not enough to fret it. If you accidentally strum that string it will be deadened and drowned out by the other strings (if you are fretting them correctly). This technique isn't for everybody, so don't worry if you can't do it yet - just work on keeping your strumming tight, or mute by using a finger from your fretboard hand instead - typically the 1st finger.
OK - the 12 bar format here is in the key of A. That means we have:
4 Bars : A riff
2 Bars : D riff
2 Bars : A riff
2 Bars : E riff
2 Bars : A riff
Repeat (lots)
If you count up those bars you see we get 12. Hence the name. Typically 12 bar is a blues format, but Blues and Boogie have a very strong crossover, this is an example of that. The boogie was originally a piano style, and there's plenty of good ol' piano played in this song. You can hear it included in the normal speed audio.
Incidentally, the piano is played by 'Stu' in the title - i.e. Ian Stewart, the Rolling Stones Piano Player / Road Manager. Zeppelin were using the Stone's Mobile Recording Studio at the time. This song was the result of a random jam with Ian Stewart.
If you want to learn more about 12 bar then check out the Jamzone Articles / Exercises using 12 Bar. It's a VERY useful thing to do on guitar - especially if you intend to jam with others. It's something most musicians instinctively know, so is a great ice-breaker in jam sessions.
An easy way to tell each bar apart is to listen to the drums. There is 1 snare beat per bar (occurring about 3/4 the way through each bar).
Once you learn the first few 12 bar runs you'll already be able to play the entire song with little problems as it is 99% the same throughout. Practice slowly and get it right before working on speed. Also, we've used alternate down / up strums here (true to the song), but you can just use constant downstrokes if you find that easier.
12 Bar formats are a gift to solo guitarists. The format is very predictable making it good for lead players to work with. If you're skilled enough yet, then loop this song and solo over it to see for yourself. Use an A minor scale (pentatonic, or natural minor) to start with.
There are a couple of mandolin solos in the song, which you can hear in the normal speed audio, but apart from that, the guitar stays purely as a rhythm instrument.