I'm not sure if you're looking for a way of learning them or if you're looking for a dictionary where you can look up those you don't know. If it's the first, you should check out FluentFlix.com, which has as "Essential Chengyu" section that teaches and explains Chengyu in an entertaining and informative way (something I haven't really found elsewhere).
If it's dictionaries you're after, Zdic has a pretty good one (Chinese-Chinese). Many good explanations with examples can also be found on Baidu (just search for the Chengyu, here is an example). This dictionary from Taiwan's MoE is quite good, too. If you want explanations in English, your choices are more limited, but MDBG works most of the time, along with the one on Chinese-Tools already recommended.
Finally, if you can't find a Chengyu, I suggest using Google. Just as in English, if you search for rather uncommon search terms, the first few hits will be dictionaries explaining the search term (in Chinese, most likely). If you still don't find anything, try adding 什么意思 or something, because it's very likely that someone has asked (and answered) your question already.