Turn off power to the circuit and remove the fuse
Set the multimeter to continuity mode or the lowest resistance setting
Touch one probe to each end of the fuse
Check for a beep or a reading near 0 ohms
If the meter shows no continuity or infinite resistance, the fuse is blown
If the fuse is in a live circuit, set the meter to the correct voltage range first
Measure across the fuse terminals
A reading near 0 volts usually indicates a good fuse
A reading close to the supply voltage usually indicates a blown fuse
Replace the fuse with one of the same type and rating if it is bad