Turn off power to the circuit and remove the fuse
Set the multimeter to continuity mode or the lowest resistance (ohms) setting
Touch one probe to each end of the fuse
Check the reading on the multimeter
A beep or near-zero resistance means the fuse is good
No beep or infinite/high resistance means the fuse is blown
If the fuse is in a holder, test only when the circuit is fully de-energized
Compare the reading with a known good fuse if needed