Your question is far too general to get a good answer. Trouble shooting is based on first understanding what to expect, then measuring to see if what you expect is there or not. You have to first understand your circuit to know what to expect from it.
For testing components, the tests will be different for different components. Just learn as much as you can, and that will help. If you want to know about one test or another, then be specific and you are bound to get more help.