You hook a meter to both ends of the fuse to check if its blown...with battery disconnected. To check the fuse with a test light...the test light is grounded with the clip and with the sharp probe touches the end of the fuse. One end should be hot and if the fuse is not blown so will the other end. This of course if the fuse box is not rusted and is in sound shape and you are not using a self powered test lamp.
Sounds like the headlight switch (rheostat) is the culprit. Did you ever try jumping 12V to the lamp side to see if they actually work?
Make a jumper (short piece of wire with an alligator clip on each end). Find a heavy yellow wire (full time 12v from battery) and clip one end of the jumper to an exposed terminal on this yellow wire. Do NOT allow the other end to touch anything grounded! Touch or clamp the free end of the jumper to the terminal on your fuseblock that feeds the lamps. If you don't know which terminal is which, I don't think it'll matter. If a light "touch" doesn't spark, clamp it and check your lights. If you get nothing, try the other terminal. If you get lights, your headlight switch needs replacing,
