there are three tests modes on the multimeter you should be carefull with.
The first one is the resistor, second the diode and third the circuit test. The multimeter will send out a constant voltage of 9V, if it works with a 9V block battery, and shows in these test modes the value of the resistor, that the diode works or that you have a closed circuit or not.
As there are many parts as ICs and transistors on the logic board using a lower operating voltage than 9V, you can easily fry one of these parts in worst case.
So if you are using a multimeter in one of these test modes, be sure to disconnect the part to be measured them from the logic board. In worst case you only fried this part and not the whole logic board.
How to setup/use the multimeter to test the parts you mentioned is a little longer story.
First you will need appropriate cables and clips/tips. Then you will need test setups for the part to be tested. A.e. you will need a cut off headphone plug with blank cable ends to hook a test clip to. For the other end of the headphone jack a very fine tip (like a needle), or a connector wit cables to hook another clip to.....a.s.o.
To make a long story short, if you don't want to repair iPhones and iPod professionally i would stay with changing the part and try if it works. Because its easier and faster.