Okay, you have an analog type meter.
You'll be using the 1k ohm setting to measure ohms or continuity but only when the circuit is disconnected from power.
When the circuit is powered, you will be using the DCV 50 setting. Use the meter scale number row that ends with 50.
If you want to chase where power is or isn't distributed in the wiring, attach the black negative probe to the battery minus terminal. Then anywhere you put the red probe, the meter will show a voltage on the scale. Try it on the battery plus terminal and then on each end of the fuse terminals with the ignition switch on. You should read nearly the battery voltage (two ticks over 10 on the 50 scale) on those clips. If one end is dead, you have a bad fuse.
If you wish to verify the fuse has no continuity with your meter. Either disconnect one of the battery terminals, or remove the fuse from it's holder, change your meter to the 1K ohm setting and place a probe at each end of the fuse. A good fuse will cause a meter deflection near zero on the scale, a bad one will show no movement or near infinity on the scale.
Let us know what you find.