The voltage and current settings on a bench supply control the output voltage.
At most one of them can determine the output voltage at a time, whichever one limits the output voltage to a lower value.
Often, the voltage control is more precise than the current control.
One way to check the current limit is to connect the output to a low-resistance ammeter or a voltmeter across a low resistance load, where the voltage at that current is reasonably small.
As you increase the voltage control from zero, the current control function will kick in very quickly and you can adjust the current control to obtain the desired current.
If you increase the voltage control further, the current should not increase.
If you connect a higher-voltage load, such as an LED that needs, say, 2 V, the voltage control must be higher than that value, and the current control can then change the current over its range.