See Bama Ramblers pic. Put your voltmeter across the top two connections to the motor. Rock the switch. You should see +12VDC when you push the rocker one way and -12VDC when you push it the other way, and 0VDC when it's in the middle.
This assumes you have battery voltage to the switch. Here's a video on measuring voltage:
You can do a continuity check by setting your meter to resistance and checking across each set of pairs of connections, but if you do this, you need to disconnect all the wiring from the switch so you don't measure the resistance back through the wires. ALSO - take a pic or write down which wire goes where before you remove them.
Here's a video on measuring resistance:
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