Depends on the multimeter you have, many of them have a setting on them to check for resistance. If yours doesnt you can do it using Ohms law, just measure the current going in and the voltage across the load, V/I=R, its super simple.
No, it's not just super simple. What an ohm meter really does is apply a known voltage across the item being tested (it has its own internal battery for this) and measure the current that flows. But it is calibrated to read out in ohms resistance, rather than telling you the current and forcing you to calculate yourself. The trouble is if you try to do this with any component while it is still connected to a circuit, all of the other components connected in that area also can conduct current, and you get the wrong answer for the resistance. So you MUST disconnect ONE end of the component you are trying to test so the only possible current path is through the thing you're measuring. Then you have to re-connect it back into the circuit without damage.
hunter315's idea works, BUT it has exactly the same problem, plus a new one. To measure the current flowing through a component, your multimeter (in amperage mode) MUST be in series with the item under test. That is, you have to disconnect one end of it, connect the meter between that end of the test item and its circuit connection point, and then run your test. Then reconnect without damage again. The additional problem in doing this is that your meter itself has a small but non-zero resistance. Depending on the value of the resistor you are trying to measure, that can alter the current you measure and give you the wrong answer.
There are times when you do not have to disconnect a component to test it. Suppose, for example, that you can see clearly that one end of a device is connected ONLY to an edge connector of a plug-in card that is unplugged. Well, that end has NO other components attached to it, so you can just measure across it without disconnecting anything.
you place the red lead in the red hole on the meter, not the seperate Amperage hole if it has one. Place the black lead in the black hole. Turn the knob to Resistance, often shown as the Ohms symbol. Your meter is now ready to measure resistance but please dont confuse resistance with impedance.