Set it on ohms and touch the two leads together. It probably will not read zero because meters are sensitive enough to measure the resistance of the wire in the leads. But what you read should be below one ohm. Consider whatever you see as zero.
Then you need to measure the voltage on a battery. A new D cell should be 1.56V on the DC voltage scale.
To check AC you have to be very careful. Don't touch the metal on the meter leads. The most convenient way is to measure the voltage at your socket. But it can kill you if you do that wrong. That shouldn't be a surprise but it is a warning. Most outlets will have between 120 V to 130V on the AC scale.
