Find examples in use
There are a lot of different ways to go about this, with the difference being the quantity and the quality of the results.
Searching Google will give the most results, but many aren't of high quality and it's sometimes hard to get the results you need. However, you might find a single good result explaining the phrase, which is all you need.
Searching a corpus will give better results. A corpus like COCA is extremely powerful, even if some of that requires some knowledge to use. In your case,
curious * is all you need to input and you'll find "curious as" in the top results, which you can expand to see is really "curious as to". Unfortunately, I find that I don't always agree that the language in COCA (or other corpora) is idiomatic or correct, even when there are a dozen matches for a phrase. Part of speech tagging is automated and therefore frequently confused, so I tend to not search by PoS. One of the other useful features here is the ability to search for words that occur near other words, even when they're not right next to each other (collocations).
Someone out there realized that corpus searches produce valuable results and did the work for you. The result is called a collocation dictionary, and it lists a number of words that are often used with specific words, usually sorted by part of speech. For your example, looking up "curious" gave me:
She was curious as to why he was there.
Even with something like prepositions, you're not guaranteed to find an existing example even when something really is idiomatic. Language works on patterns as much as exact collocations, so try similar words to see what you find.
Looking up prepositions in dictionaries is tedious because there are always so many definitions, but this also means that you're more likely to find what you want.
When I looked up "as", I found:
With respect to; concerning.
That's the correct meaning.
If you've gone through all that and still don't have an answer you can be confident in, you've set yourself up to be able to ask a good question. Make sure there's not already an open duplicate question before starting, and include your research when you ask. ELL is the safer choice if you think the question would be obvious to a native speaker — note that both ELU and ELL have very advanced or native speakers who answer questions.