You can do a basic out-of-circuit check with the diode test function on the meter.
1 Connect the red meter lead to the base pin and the black lead to the emitter pin. Meter should read about 0.6 V.
2 Connect the red meter lead to the base pin and the black lead to the collector (case). Meter should read about 0.6 V again.
If you have a bad transistor, replace both. 2N5885 is the generic replacement.