After setting the meter's selector switch to Ω, does pressing the 'Select' button bring up the continuity bleeper symbol

on the display?
If so, but there's no sound when the probes are shorted together, does your meter produce any sounds in other modes? For example, there should be an audible alarm if a test lead is plugged into one the current measurement sockets (10A or mAµA) while the selector switch is set for a voltage measurement.