yes
the display will probably show 0.00
if you pay attention to the display it will start out with something like dashes ----- , once connected it will react when you connect the leads, showing there is continuity, if there is no reaction on the display and it does not go to infinity (0.00) then the fuse is open. Or if it does not reach infinity and shows anything higher than 0.00 there is resistance that should not be there indicating the fuse might be partially blown.