Why learn collocations?

Your speech will sound more normal and will be easier to understand.

You'll be able to articulate yourself in new and more varied ways.

English in bits or blocks is easier for our minds to remember and use than single sentences.

How to learn collocations?

Be aware of collocations, and try to recognize them when you see or hear them.
Treat collocations as if they were single words. See them as separate blocks or chunks, and learn to strongly support rather than strongly + support.
When you hear a new phrase, make a list of other words that are similar to it.
You can find information on collocations in any good learner's dictionary. And you can also find specialized dictionaries of collocations.