I must confess, I've neither seen nor read Brokeback Mountain. Ah, well.
The only idiom I can positively identify here is "grab forty winks", which means "to go to sleep for a short while". "Forty winks" is a short sleep, usually during the day. That's quite a common idiom -- at least, it's common in Britain.
"I gave him a look" would mean "I looked at him in a certain way", but what that certain way might be I can't tell without looking at the context.