Plug the black lead into the COM terminal of the meter and the red lead into the bottom right terminal marked

diode and mA, rotate the selector switch to the diode and audio setting on the left side of the meter (between the 200 and 10 positions) and then press the power button. Though the probe tips together and you should hear a beep, this is the continuity mode and is used to check connections that are common, in this case we are talking about the BNC sockets on the front of your scope, put a probe onto the outer shell of the BNC sockets and again you should get a beep when doing this, that means that they are connected together. Next unplug the power cable from the mains socket on your wall or bench socket or where ever you plug it in to get power to the scope. Leave the IDC (kettle plug end) plugged into the scope, connect one meter probe to a BNC outer shell and the other probe to the earth pin of the power cable plug and again you should hear a beep from the meter, that proves that the mains earth is connected through to the BNC sockets.
Grab your scope probes and connect a meter probe to the little cable with a croc clip of the end, and connect the other probe to the BNC plug outer (metal on the outside) and again you should hear a beep from the meter, this then proves that the probes and the scope are ground / earth referenced as Dave referred to in his video and hence the need for extreme caution when using the probes on mains connected or ground referenced equipment.
With regard to the scope, if you are still unable to get it working with the aid of the information I sent you, consider getting rid of it and buying another one that can seen working.
I don't mean this dis respectively, but I do wonder if you are actually ready for scope yet, you would perhaps be better off learning to use your multimeter to best advantage, there are lots of members on the forum who don't have a scope to their name, it is not a must-have item. A meter is, a soldering iron and some hand tools are the basic tool kit you require to start experimenting with and build up your tool kit to other things like scopes, function generators, signal generator, LCR meter etc as your skills grow.
There are also a number of electronics courses on line that you could subscribe to, in order start to learn about electronics and hone your skills.