Do not know what video you watched but to measure for continuity.
Put the meter to ohms/resistance.
Then short the meter leads together the meter should move to 0 ohms.
A couple things to watch when measuring ohms and continuity
1. Always remove power from the machine otherwise you could blow your meter.
2. Always disconnect at least one side of any device you are checking. This eliminates the possibility of measuring an alternate/parallel circuit path.
3. When checking for closed contacts and continuity use the lowest scale (Usually 200 ohms). Then try higher scales. This scale is 0 to 200 ohms so if the device you are measuring is 300 ohms this scale would show an open circuit which it is not, you are just measuring outside the scale's dynamic range.
There is a good STICKY at the start of this forum about it's use.
Note a thermostat will not cause the motor to shut off, all they control is the heating coil.