You can check caps with a DMM if thats all you have. You can check them by using the resistance setting (Ohms). You put a lead on each leg of the cap (assuming it's discharged) and you should see a sharp increase in resistance then a slowly tapering increase. Reverse the leads and you will see a quick dip in resistance then it will start to rise again. This is best done with an analog meter such as a Simpson 260 (at least that is what I prefer) because you can see the needle dip then rise upon each reversal. But, if you ask me, the best way to test a cap is to apply a voltage, say like 9V from a 9V battery. Connect the battery to the cap (be mindful of polarity) + to + and - to - and then remove it. Test the cap on DC Volts setting and at first you should see a pretty close reading to what ever the 9V batt is reading. If you leave your meter connected you will see the Voltage slowly dropping this is a good way to see if it's charging. To test for a leaky cap, do the same except let the cap sit for a while (15, 30 min to an 1 hr or more) and then re test. It should hold pretty close to the original charge. Keep in mind though, this test method is really only good for caps around 10 Uf and above anything less is too quick to charge and discharge. An ESR is your best bet but you can make due with what you've got.
Greg