A multimeter is a tool that is used to take measurements of electrical circuits. No matter what type of multimeter you own, you can probably test resistance and voltage with it. When your multimeter seems like it is not working correctly, there are a number of things you can do to test it. If your multimeter fails any of these tests it is probably defective and will need to be replaced.
Set your multimeter to the lowest setting for resistance (the word "ohms" or an "Ω" symbol can also denote resistance). Touch the red probe to the black probe. Check the display to make sure that it reads "0," as there should not be any resistance between the two probes.
Find a resistor of known value. Purchase one from a store that sells electronics components if you don't have one handy. Set the multimeter to the correct factor of 10; set the multimeter to the 100Ω mark to test a resistor known to be a 500Ω resistor, for instance. Place one probe at each end of the resistor. Check the display to make sure it shows a value very close to the resistor value. Perform this check with more than one resistor if the multimeter does not measure the first resistor correctly.
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Purchase a new 9V battery. Turn the dial on your multimeter to set it to measure voltage rather than resistance. Place the red probe against the positive terminal of the battery. Touch the black probe to the negative terminal. Ensure that the multimeter provides a reading of 9V or very close to it.
Replace your multimeter if it fails any of these tests.
If your multimeter will not perform any functions at all, check the inside of the battery compartment or case for a fuse that might be blown.