one meter lead (color doesn't matter for measuring resistance) to the wire in question, and the other meter lead to a known ground wire or frame.
Put multimeter on Ohms setting (depending on meter) and pick a scale. For testing continuity, scale doesn't matter that much.
If the wire is connected to ground, then your meter will show 0 or low values.
If the wire is NOT connected to ground, then your meter will show very high or infinity.
Here's a sample "How To" from Fluke. Your meter may look different, but same logic and operation regardless.
http://en-us.fluke.com/training/training-library/test-tools/digital-multimeters/how-to-measure-resistance.html
