I doubt it can be tested with just a meter. I think you have to put it in a working circuit. Give it both supply and control voltages and measure the output.
wa1kij is right. You cannot do a reliable test of an LM317 or any other complex device with just a meter. This is just about the only test you can do: If you test the resistance between the three terminals in the ohms range and you read 0 or near 0 resistance between any pair of terminals, then it means that there's a short between that pair. But the reverse is not true. Even if there's no short between any pair, it does NOT mean that the IC is OK.
The LM317 is a very popular IC and there's plenty of information and practical circuits usng it, on the datasheet as well as in books and on the web. To learn about such things, it is best to read from such sources and make an effort to understand them. If you get really stuck at some point, then ask questions in a forum. This is better than being handed everything on a platter.