Where Can I Find A Saying Dictionary?

There are quite a lot of options, depending on exactly what you want and also how complicated you want it to be (eg, adapted  for learners or not.)

For older sayings and their origins, the classic reference is "Brewer's Dictionary of Phrase and Fable." You can find it in most bookshops or quite often on Amazon. For a fuller account of the sayings of famous people etc, the "Oxford Dictionary of Quotations" may be what you need.

On the  other hand, if you are learning English and want help in understanding everyday words and phrases, a Dictionary of Idioms is more useful. Both Penguin and Oxford have good versions of these.

Finally, to give you some immediate help, the phrase finder is a good place to look for the meanings of everyday idioms and common sayings.