Idioms are a part of everyone's daily spoken vocabulary, so of course children need to learn what idioms mean.
I've written before about a number of excellent resources for understanding idioms, but my husband introduced me to a new one recently. IdiomDictionary.com is a quick and easy way to find explanations and examples for over 5,000 idioms. Explanations aren't terribly in depth, but it gives a basic definition of each idiom.
For a more in-depth explanation of idioms, you can always pick up my favorite children's book on the subject: Scholastic Dictionary Of Idioms
Thanks for the ideas! We studied idioms briefly when we read Amelia Bedelia. One of our favorite sites was http://www.funbrain.com/idioms/. Here you are given an idiom and have to choose the correct definition (or the other way around) and with each correct answer a piece of your picture gets colored in as a reward. My girls (5 and 8) loved it.