Help me these idiom

0 1. 01font00Faint heart never won fair lady02font02br
00=> To succeed in life one must have the courage to pursue what he wants02br
002. 01font00He laughs best who laughs last02font02br
00=> A person who does his best is the one who will get the greatest satisfaction in the end02br
003. 01font00It's no use crying over spilt milk02font02br
00=> It is pointless to feel remorseful over a thing lost that can never be found or a mistake done that can never be corrected or rectified.02br
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00As you can see, I got their meanings, but find hard to know how these idioms built? I means if you could explain to me their literal meanings ?02br
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00Second, why do people say "01font00to be to blame02font00", not "to be blamed" ? It's strange to me.0-