Most DMM have two fuses, to protect two or sometimes three Amp ranges.
One 300 mA fuse for low mA an uA ranges, and another 10 Amp fuse for the readings up to 10 amps.
As i said in a previous post, test your meter on a dc powersupply connect a known value resistor to have a current flowing of 10 mA's or 100uA's to check your meters ranges.
to get 100 uA at 10 Volts you need to connect a 100 kOhm resistor in series with your meter across the 10 V dc from your powersupply.
for 10 mA at 10 V use a 1 kOhm resistor.
Then see what scale the meter shows, uA, mA, or .00 mA.
Most LED's will give a visual indication above 1 mA ( high eff LED's).
The older type LED's need at least 10 mA to show any sign of life.