Most digital multimeters look like this:

1 = Display, 2 = Function switch, 3 = Transistor socket (optional), 4...6 = Test lead jacks

If you want to measure DC voltages set the function switch to the DC voltage range you want to use. For example, if you want to measure the voltage across a 9V battery, set the switch to 20V DC. If you have no idea what to expect, set the function switch to the highest DC range available and work down.

Having done that, we can connect the test leads. Mulimeters usually come with two test leads: a black one and a red one. To measure voltages, you need to connect the black test lead to the COM jack and the red lead to the V/Ω jack. Connect the other ends of the test leads to the source or load under measurement. In case of a 9V battery, connect the black wire to the negative and red wire to the positive terminal of the battery. If you swap the test leads, you will read a negative value.

If you want to measure AC voltages, set the function switch to the proper AC voltage range. Connect the test leads to the device-under-test. Swapping test leads makes no difference (of course!).