Checking Christmas lights with a multimeter is a simple process. First, make sure that the power to the lights is off. Then, connect the positive lead from the multimeter to the positive terminal of the light bulb, and the negative lead to the negative terminal. Finally, turn on the multimeter and check the reading. If it's close to the voltage listed on the light bulb, then it's working properly. If not, then you may need to replace the bulb.