A group of words that has a different meaning then what the words individually would mean usually.
The Romans used the words Tempus fugit, which means time flys. Time doesn't actually fly but it does go by quickly like you were flying through life instead of just living.
Another one is It's raining cats and dogs. You know it can't rain cats and dogs really. It means that it is raining a lot, a big downpour.
So, there are dictionarys of idioms on line and you can look them up. When you hear an idiom it will be repeated with the same words each as a phrase and that phrase will have a certain meaning when it is used.