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First you should know the circuit around so you know what value you're expected to measure.
Som general hint below. Turn off any power before measuring the components.
You can assume a diode works if diodetester shows about 0,7V (or less) over the diode in forward direction. If it shows NA (or whatever that isn't a number) then the diode might be broken.
For a resistor, when measuring the resistance over it, the meter should show either the value of the resistor - or a lower value. If measured resistance is higher, you can assume the resistor is broken.