This is the diagram you need (got from the link above, assuming you have an NBS truck).
Pull the headlight switch out, disconnect the wire connector, and look for the connector that looks like the one in the diagram (one with 10 pins).
Put the multimeter in the mode selected in green (continuity test, it'll make a beeping sound if you touch the multimeter leads together).
If you want to test the headlights, for example, you touch the leads to pins 6 and 1 (match them up with what the diagram shows.) If the dial is in the Auto, Off, or Park settings, the multimeter won't make a sound. If it's in the headlight setting, the multimeter should beep (and I think it will display a number close to 0?)
If you want to test the parking lamp function, connect the leads to pins 10 and 5 (the ones all the way on the right.) The multimeter will be silent if the switch is set to Auto or Off, and it will beep if it's in the Parking lamp or headlight setting.
And so on and so forth. Hopefully I described it well enough