For this problem a meter may be the wrong tool to use. What you really need is to buy or make a 12 volt test light. Harbor Freight has one for $3.
LinkWith a test light you can measure how much power can be passed down the wire via the brightness of the bulb. It's not an exact measurement like a meter, but it will work for what you need. The problem with a meter is like wa8yxm says. A simple LED indicator on the fuse panel will pass 12 volts to be read by a meter. But it won't pass enough current to run anything.
If you look at a 12 volt fuse you will see two small holes or slots on the back of the fuse next to the number. These holes are the back side of the fuse blades and let you poke a probe into them and measure voltage without unplugging the fuse. You can poke the positive from the test light into each hole and connect the negative clamp to a ground and see if the light lights. It should be the same brightness on each slot. While you're at it poke into every fuse in the box and see what happens.
If all the fuses test good start working down the line to every connection you can find between the fuse and the sockets until the light stops lighting.
Last thing, always start any check, whether with a meter or a test light at the power source (the battery in this case). You need to know what the battery reads or how bright the light is, or even if the light works, before performing any interior tests.