|An ohm meter wil show a zero if the fuse is OK; meaning there is no resistance - no open cct., the fuse in intact|
An analogue meter would show the needle at the zero end of the scale and again indicating - no open cct; that the fuse is intact.
If the fuse has "blown: then the resistance is infinite... The meter will show a value of infinity (digitally speaking), and analogue meter's needle will simply not move off the back rest.
"Usually/always" wise to short the two meter probes together so as to verify the meter is displaying correctly; to calibrate the zero setting... Shorting the probes (touching them together) gives you a clear indication of the meter (zero) setting being correct prior to actually checking/taking any measurements to do with resistance and/or continuity.
Not being sure of the meter you are using... short the probes together as above, and verify what a closed/intact cct. shows. Shorting the probes appro it will show either 0 (zero) on a digital meter, and on the analogue pointer will move to zero (0) end of the scale - usually at the right hand end...
If your fuse shows the same indication when applied /inserted/connected between the probes.. then logically it's OK?