Turn off power and remove the fuse from the circuit
Set the multimeter to continuity mode or the lowest resistance setting
Touch one probe to each end of the fuse
Read the display
A beep or near-zero resistance means the fuse is good
No beep or infinite resistance means the fuse is blown
If the fuse is in a holder, test both sides of the holder contacts if needed
Replace the fuse with one of the same rating if it is blown