You'll be able to check the stator and coil, but possably not the CDI. As Fox points out, you really need the manual so you know where the numbers should be. Generally speaking, you'll be using the ohms (resistance) range on the meter. When using the ohms function, you must make sure that all power is removed from the circuit your testing or you'll toast the meter. Most modern meters are now fused, usually found in the battery compartment. The number displayed will be the resistance in ohms between the leads, but how it's read will depend on what range you're set to.
The ignition coil consists of 2 coils, the primary that connects to the CDI and the secondary that goes to the plug. The primary has relatively few turns so it will have very low resistance (<1 Ohm typ.). If there's a single wire going to it, it's checked between that wire and ground. If there's 2 wires, it would get checked between them. The secondary will have a lot of turns of wire so the resistance will be pretty high (10k-20k ohms typ.). The secondary is usually measured between the hot wire (the only wire if it's a single wire system, check the manual for dual) and the plug wire. Compare your readings to the specs in the manual.
Stators have multiple windings, some provide power and others trigger the CDI. As a result, the resistance values can range from less than 1 ohm to several hundred ohms. For this reason, you have to have the manual to know what wires go where and what values they should be.
For the CDI, sometimes the manual will have various resistance values between different pin combinations, and sometimes not. If it doesn't, if both the coil and stator check good, and all the wiring and connections are good, chances are it's the CDI.
The usual repair by remote control disclaimer applies: This applies to bikes in general and may or may not be applicable to yours. You need to get the manual for you bike for the specific values and procedures applicable to your machine.
Marc -