What is the difference between PROVERBS , IDIOMS and PHRASES... please explain briefly

-Phrase is  any collection of words that makes sense.

- An "idiom" is a phrase that has a specific meaning. This meaning cannot be reached at by putting together the meanings of the individual words. For e.g Time is running out.

- "Proverbs" are famous sayings that include some kind of advice.

The literal meaning of a proverb such as “Don’t cry over spilled milk” does makes sense on its own, but its actual meaning cannot be arrived at  until it is applied to a broader set of situations . For example, “Don’t cry over spilled milk” means: 

“There is no point in getting upset over something that has already been done. It’s too late to worry about it now, just get on with your life.”