If you touch the leads together on any resistance setting, you should get zero ohms, which is a closed loop, or a short. If you don't then the meter is not working properly. Better meters have a "beep" function so that you can 'ring' out a connection. You can check the voltage setting by setting it to dc volts and testing across the battery terminals. You should see 12 volts. With multimeters, you get what you pay for. If you can afford it, and you purchased an economy model, step up to something brand name like Fluke. It will last you a lifetime.

Good luck.

SC
--
91 740T M46