I don't trust cap meters. If you really want to do this, you have to remove at least one cap lead. It's probably easier to just remove the cap if you really want to get into that.

The other thing you can try is measuring it on the high Ohms scale. You should see the cap charging if you apply the leads in the proper polarity. The resistance should increase until it gets up near infinity. If it's shorted, it will never charge. If the resistance is infinite immediately, then it's open. It's leaky if the resistance is low.