Sevynwarr said: "A barking dog never bites" says anyone that has never met a real dog before...
This idiom should probably be better rendered as "a barking dog seldom bites." It means "people who make big boasts/threats don't usually carry them out." It follows the traditional contrast of "bark" and "bite," e.g., "all bark and no bite" or "his bark is worse than his bite."