Not an expert. You can sometimes test caps (I assume that's your main goal) in-circuit, but depending on the circuit and how they are connected within it, you can't really rely on the result. I think that false-negatives (where ESR looks good, but isn't) are less common than false-positives (where it looks bad, but isn't), so you can kind of get an idea of whether or not a cap is bad. The only surefire way to know is to desolder at least one leg before testing it. Also most ESR meters require discharging the cap first.
It also helps if the meter is low-voltage, as it keeps from interfering with a lot of components like diodes. You also don't need a full brand-name LCR meter to just test ESR. One good design is the one by Bob Parker, but it's usually pretty pricey still at ~$80 US. Also those cheap ($10-15 bare) Chinese-made open source "component testers" can be found for very little and do a passable job. Some have sockets and some have clip leads. You'd need the ones with leads to even try using them in-circuit.