Spanish is spoken across a huge geographical area, so it would be strange to expect people in Madrid, Mexico City, and Buenos Aires to use exactly the same expressions.
Many traditional refranes are understood almost everywhere. At the same time, individual countries have their own local dichos, especially in Mexico, Argentina, Colombia, Chile, and other parts of Latin America.
Sometimes only one word changes. In other cases, the whole image is different. A saying may sound completely ordinary in one country and old-fashioned or unfamiliar in another.
So if you are learning Spanish for travel, relocation, or communication with people from a particular region, it is useful to pay attention to local expressions as well.