You are looking for resistance values of about 2100 to 2900 ohms when completely cold, and 270 to 400 when the engine is warmed.
So set your meter to read resistance, and choose a scale that goes to about, say, 10,000 ohms or 10K. 5K is fine too, in fact 3K would be fine as long as the values are under 3K.
It really depends on what values your meter's scale has. Usually there is always one around 20K which would be fine too.
Put the leads on the sensor and see what comes up! If you get 1 or 0 you've got the scale set wrong. (At least, that's what mine does.)