An idiom is a group of words, or in other words, a phrase that has a meaning different from the literal meaning of the words in it.
have a thing going with (someone)
to have a romantic relationship with someone
I think that the secretary has a thing going with one of the salesmen.
List of common idioms, their meanings and examples of their usage in sentences
An expression in the usage of a language that is peculiar to itself either in having a meaning that cannot be derived from the conjoined meanings of its elements or in its grammatically atypical use of words.