An idiom is an expression, e.g., “It’s raining cats and dogs,” or “He’s got two left feet.” A phrasal verb is when a verb and a preposition are put together and create something with a completely different meaning from the original verb and preposition. So, for example, if I say I will look up something on Google, it doesn’t mean I tilt my head up towards the sky—“look up” is a phrasal verb that means to search for or research something. Collocations are words that typically go together, even though there could be many other ways to say the same thing. So, when stop working for a short time, we normally say you are “taking a break” (even though we could also say you are having a rest, or stopping work, or relaxing for a bit, etc.). The only way to learn these is to get as much English input as you can with audio and writing. You will see and hear them in context, and then you will usually be able to figure out the meanings. You can also research them online, but you’ll just get massive lists that you won’t be able to memorize. Understand that this is usually the final thing people learn in a new language, so until you’re very fluent you shouldn’t worry too much about acquiring these new phrases.