I want to test thermal switch on my dryer what is the setting on the cm-350a multi meter

Go to "Ohms." If it has several choices use the lowest one which should be 200 Ohms or so. If the meter reads zero or 1 the safety is good, same with a fuse. Never have any power on when using it on the ohms setting. When using a meter in "Volts" setting when reading across a switch a reading of voltage means the switch is open, a reading of zero means it's closed as long as there is voltage in line.