Put it on ohms and make sure the circuit is not powered (Ipac/whatever else) (can't measure resistance in a powered circuit) and then put a probe on each end of what you want to check for continuity.
If the cheap meter has a diode checker, that may provide a beeping continuity measurement too but looking for resistance is the same....
So you want to make sure you measure almost zero ohms. A few ohms is expected.
If the connection you're checking is open (not connected somewhere), the resistance will be infinitely high, or show some error on the meter, however it is set up. Mine shows "OL" if it's open.
To check for shorts between two points, if you see the low resistance between two points, it's shorted.