Go here and learn!
Or watch this video.
I have not read these but the first thing to do is verify your meter is good. Set the meter to the resistance setting (Ohms) and touch the leads together. If they do not show that you have nearly 0 Ohms resistance in the leads, you have a problem. Next, set it to 20 VDC (or DCV) and touch the red lead to the positive terminal of a known good automotive or motorcycle battery. You should read something near 12 volts (11-13.7 or so.) If not, the battery is weak, the meter is bad, or you are using it incorrectly.
I haven't got time right now to make my own tutorial, so these will have to suffice. I'll go over them later and see if there is anything I need to add.