set it to mA or A, you'll need to plug the live terminal into the socket that says mA or A on your multimeter aswell, leave the black one in the COM socket
Yep. And remember in order to measure current, you'll need to connect the multimeter in serial to the circuit. Do not measure parallel, that'll create a short.
I guess you'd want to use the 20A plug.. I'm not really sure why there's nothing in between 200mA and 20A... but anyways, that should work. I'm not sure, mine auto-ranges.
as far as measuring the amperage of a battery, I'm not sure where you're going with this... just hooking the multimeter directly to the battery is only going to heat up the battery and you're not going to get a reading... current needs to be flowing for you to measure it... the battery has to be under some sort of load, you hook your multimeter in between the load and the battery and you get a reading of how much current the load is drawing... not any measurement of the battery itself.
Well, for that you'll need to find a load that draws a specific current from the battery... say, an LED drawing 10mA or something. Next, you'll need to run the LED off the battery until it dies, and time how long it lasts. Say, if a 10mA LED lasts 10 hours, your battery has a capacity of 100mAh.
You'll want to repeat the experiment with different loads, as batteries will last different lengths of time depending on the current they have to deliver.
Or, you know, you could read the mAh rating off the side of the battery, that's probably easier.
Note that mAh is an indicator for battery capacity, do not mistake it for maximum output current. A 1000mAh battery can deliver 2000mA, that just means the battery will be drained in 30 minutes. For example, the short-circuit-current (max output current) for my Sony 2500mAh batteries is 6A, or 6000mA. If you truly are interested in maximum current per hour, you need to test it the way pseudolobster described.