Try plugging the LEDs to a 9V battery to see if it lights up. Most LED bulbs are cheaply made so it is prone to cold solder, death due to being overdriven, or component failure due to lack of quality. I got "burned" by these LEDs and was never satisfied with it, so I made my own
You don't need the meter to check the LEDs. Simply connect the bulbs to the 9V battery (assuming we're talking about automotive LED bulbs, not standalone LEDs).