There are two ways:
1. Amp-Clamp, it is a probe that clamps around the wire and measures the current. You must already have a meter that measures current, usually they don't come with the meter unless its a serious meter like a Fluke, but can be bought seperatley.
2. You can hook up your meter in series with the hot lead, assuming it measures DC current.
Just get a car battery, hook the ground wire to the ground post of the battery, the + wire to one lead of the meter, and the other lead to the battery.