가리려 한다 is composed of 가리(다)+려+하(다)+ㄴ다 가리다 means "hide, cover, conceal" 려 is a connecting particle for describing intention or plan, it means "be ready to (do), be about to (do), set about to (do), be going to (do)" 하다 means "do" ㄴ다 is an ending particle for present tense. 가리려 한다 means "be going to cover (something)" 기차가 막 떠나려 하고 있었다 The train was about[going] to start. 막 그것을 하려던 참이다 I am (just) going to do it.

손바닥으로 하늘을 가리려한다 means u can't cover something which is very big. we use this proverb like this situation. when a politician try to cover up their illegality and corruption but they can't conceal the truth. so media or critics say that 손바닥으로 하늘을 가릴 수 없다. so, 가리다 means "conceal or cover up" and 하다 in this proverb refer to "try to do". Hence, 가리려하다 refer to "try to conceal".