Hello,
He could have been talking about digital meters that dont check diodes or LEDs very well unless they can output a high enough voltage at a high enough current to check either of those. This is why digital meters started appearing on the market that have a "diode" check function. It's a basic check that works better than the meter set to the Ohms range.
Many meters still can not check LEDs very well. Some LEDs require over 3v to test properly. For these and other tests it is usually better to apply your own current with a power supply and resistor and check the voltage using the voltage scale on the meter, or something similar to that. The only caution here is that LEDs often have only a 5v reverse voltage rating, so if you go to test one with a 9v battery and 2k resistor for example and you connect the LED backwards, it can very well blow out before you get to test it properly. So using a power supply of 5v or less when possible is the best idea here.
In the past i have used a three AA cell battery holder and three fresh AA batteries which develops about 4.5 volts when they are in series and that's just enough voltage to test many LEDs using a series resistor to limit current to a safe level. If you dont have a three AA cell holder you can use a four AA cell holder and jumper one cell position with a clip lead jumper, or use a two AA cell holder wired in series with a one AA cell holder.
If you really want to use a 9v battery (these are handy for many tests) then you can use a resistive voltage divider with equal value resistors to knock the voltage down to about half, and the upper resistor will limit the current to the LED. The three AA cell tester is still a safer method however because there is no way the voltage can get higher than about 4.8 volts with three fresh alkaline cells.