It means adapt yourself to local customs. For instance, if you are visiting Germany and they eat their Pizza with a knife and fork, then you eat your pizza with a knife and fork. When in Rome, you can probably eat it by hand like everywhere else, but do as the locals do wherever you happen to be. Rome is used for the saying, but it could apply to anywhere in the world.
It is not an idiom, but polite advice. It was coined in 390AD.
When in Rome, do as the Romans do. This idiom means, when in a new place, try to experience as much of the culture as possible before you leave.
When in Rome, do as the Romans do.
"To be" is not an idiom - it's a verb.
The word sheik is an Arab term meaning the head of a family or clan. It is not related to Rome.
Rome
The Romans were called Romans because they were from Rome. Roman means people and things from Rome, similarly to English for England.
The Romans were called Romans because they were from Rome. Roman means people and things from Rome, similarly to English for England.
Pest is not an idiom. It's a word.
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According to the Romans, Rome was founded by Romulus and Remus.
The idiom "apple shiner" means the teacher's pet.