With a simple ohm meter you can test for a diode. (use diode test if the meter has one)how to identify base ,emitter and collector of any transistor
this one is somewhat more expensive but gives gain and other features
I couldn't live without it
I would recomend read it's datasheet.
But if the component doesn't have a clear code of type, you can't know for sure it is actually a transistor. It might as well be a voltage source (like the 7805), or it may actually be a darlington pair with resistors (I remember some old japanese vhs players had many of those) that I doubt that a cheap transistor tester till recognise properly.