The only way to test fuses is pop them out (or at least one end) and test with multimeter.
They may look fine visually but still have blown one end inside the cap

Do I just pop one end of the fuse out, leaving the other end in the fuse holder, and put the multimeter on the exposed end? 

What do I need to set the Multimeter to? 

What values should I expect to see for a good fuse and a blown fuse? 

Matthew