You'll want to set it on the 12 volt DC scale. Make sure the black lead is plugged into the ground socket on the meter and the red lead is plugged into the Volt or V socket. Then we want to test the power at the 3rd brake light socket connection. Most likely you have a bad connection at the 3rd brake light where it mounts to it's base or at the bulb socket. You can remove the bulb and just check across the contacts in the lamp
for voltage while a helper applies the brakes. Make sure the key is on. If you don't measure any voltage there then you can slide the assembly off of it's bracket and measure the voltage across the two contacts in the base of the lamp holder. What usually happens is the plastic melts in the housing and you get a poor connection.
Thanks
Ratchet Straps