Idioms, saying, and set phrases are a reflection of the speakers' culture and the environment they live in. Each idiom or saying has some background or history, a reason why it came to be as such. You can, of course, just make them random without any historical background, nothing wrong with that, but it is helpful if you first have some culture fleshed out and know in what environment your speakers live. A mostly agrarian society will use different idioms from a mostly urban society, or a society living in flatlands vs a society living in mountains. There's always a why and a how behind every idiom, if they've become lost over time. So, if you know where the speakers of your conlang(s) live and in what environment, that will help you come up with more idioms (and keep them consistent, too; in an agrarian, society, for example, most of the idioms will probably have something to do with agriculture and such).