Find the battery and fuse compartment. This is usually found on the back, but is also sometimes on the side of some models. This holds the fuse (and possibly a spare), and the battery that supplies power to the meter for resistance tests.
The meter may have more than one battery and they may be of different sizes. A fuse is provided to help protect the meter movement. Likewise, there is often more than one fuse. A good fuse is required for the meter to function, and fully charged batteries will be required for resistance/continuity tests.