[Hugh R]

Put the meter on Ohms and touch the two leads it should read showing 0 ohms or there abouts shows a conplete circuit. Then connect to the two screws (where the white and black wires were on the switch) to the two leads from the meter. After disconnecting it from the wires, so only the switch is in your hand. Turn switch on and off and you should see the meter change from no circuit to a completed circuit.

Do you know if the meter is set up correctly for AC not DC and you have the leads in the right holes on the meter? Post a pic of the meter with the leads plugged in.