Check the datasheet, the UF1604FCT has two diodes inside, with the anodes on pins 1 and 3, and a common cathode in pin 2. In many power supplies, the two anodes are tied to the same PCB trace, putting the two diodes in parallel. In that case there will be continuity between the outer legs, but check under the PCB to confirm this.
To test them, put the multimeter between anode and cathode (+ on 1 or 3, - on 2) they should give a forward voltage of around 0.7V.