yes remove the leads from the capacitor, short the terminals to drain any charge, set the meter to a low ohms setting now check that the capacitor conducts then opens . This is better done with a analog meter because they usually pass more current on ohms checks but digitals can be used. The capacitor should not continue to conduct continuously nor fail to conduct. If repeating the test short the terminals of the capacitor between each test. You may need to adjust your ohms settings to get the easiest to see results. The theory is that a capacitor is a energy storage device that charges then discharges when more the voltage drops.