Take the fuse out of it's holder (otherwise you'll by reading the fuse and all of the circuitry beyond it if you try to read the fuse while it's still installed). Put your meter on the 'Ohms' reading function. If you touch the leads of your meter to each other, the meter will change from 'overload', which is infinite resistance, to somewhere close to zero ohms,
which means no resistance. (Just a check so you understand how the meter works in the 'ohms' mode).
Touch each lead of your meter to each side of the fuse. You'll read a very small resistance, but that resistance
should be close to zero ohms, which indicates a good fuse. If you still read 'overload', infinite resistance, when you
touch the meter lead probes to each side of the fuse (metal tabs on the ends of the fuse), then your fuse if blown.