I don't think yhat it is any more idiomatic in French than it is is in English. It is a reference to the Greek myth according to which Dionysus or Bacchus the god of wine was born From the thigh of Jupiter. His mother Semele had insisted that Jupiter should show himself in his full glory. She was burned to death but the foetus was sewn into Jupiter's thigh until it was time for him to be born.
The god Dyonisos was said to be born out of Jove's leg. Se croire sorti de la cuisse de Jupiter means to believe that you are someone much more important than the others, like the son of the greatest of gods. It's a set expression in French, and very derogatory toward the one who belives this about himself.
I just have a sheet of french idioms that I have to translate from french into english for one of my classes so i literally just have the phrase 'se croire sortir de la cuisse de jupiter' and thats it I'm afraid :/ haven't been able to find a sensible translation anywhere though unfortunately