Place one probe at each end of the circuit or component you want to measure.

It doesn't matter which probe goes where; resistance is non-directional.

If your multimeter is manual ranging:

If your multimeter reads close to zero, the range is set too high for a good measurement. Turn the dial to a lower resistance range.

If you set the range too low, the multimeter simply reads 1 or OL, indicating that it is overloaded or out of range. This won't hurt the multimeter, but we need to set the dial to a higher range.

The other possibility is that the circuit or component you are measuring doesn't have continuity—that is, it has infinite resistance. A non continuous circuit will always read 1 or OL on a resistance test.