You will first need to completely discharge the capacitor which you plan to test. This can be accomplished by short circuiting the capacitor leads. As a result of the short circuit, a spark would be produced so makes sure there is nothing inflammable nearby.
Calibrate resistance of the multimeter to its highest possible level. You will need to rotate the resistance knob on the multimeter for this purpose.
Make a connection between negative terminals of the capacitor and the multimeter. Do the same with the positive terminals. Use a pair of connecting cable for this purpose. If the terminals of either the capacitor or the multimeter seem rusty, be sure to get rid of the rust by sanding the terminals vigorously. This will ensure that the results you get are accurate.
You need to take care of the terminal polarity only if the capacitor you are checking is electrolytic. For all other capacitor types, you can make connections in any way you want.
When all the necessary connections have been made, carefully observe the needle of the multimeter. If the needle moves on the multimeter scale to zero and then goes all the way to the infinity, it is a sign that the capacitor you are testing is working fine.
If the multimeter needle goes to zero and stays there, it means that the capacitor you are testing is short and cannot be used in an electrical appliance.
If the multimeter needle does not move at all, the capacitor being tested is open and cannot be used in an electrical appliance.
If the multimeter needle deflects to zero but stops before reaching the infinity position, you can conclude that the capacitor you are testing has a leak.