Sayings, or idioms, can be defined online, by a knowledgeable person or an online search. Additionally, you can look them up in a book, such as "Webster's American Idioms Handbook."
Idioms present a different meaning than what the phrase literally says. "Barking up the wrong tree," for example, describes someone looking to the wrong resource for what he wants, not someone actually barking at a tree.
Naturally, as non-literal phrases, not everyone understands them. Young people or people new to a geographical area are most prone to not understanding idioms because they may not have heard the phrase before. Asking other people native to the area serves as a great resource when a saying remains unfamiliar. Elders and librarians might be the best sources, since they have likely encountered more phrases and sayings. Librarians can be particularly helpful because even if they do not know the meaning of a saying off hand, they have the library's resources to assist you in determining the meaning of a saying.
A simple online search in a search engine serves as another helpful resource. Even if you do not know the whole saying or the exact words, the search engine may give you prompts and bring you results close to what you are looking for.