Hey Chris, sorry, I'm at work and don't have much time to help today.
Here's a video tutorial for you.
http://tangentsoft.net/elec/movies/tt06.html
I can't tell if that DMM has a continuity function, check the manual. If not, you can test continuity with the 200Ω resistance function. The resistance shouldn't be more than just a few Ohms (Ω

. If the results are infinite, it means there's a complete break. If the resistance is high there may be a break, a poor connection or heavy oxidization.
You may need to use a piece of good wire to extend your test leads. You place one lead on the AFM harness side the other on the ECU harness side. Then you'll test across the harness from the TPS harness connector to the ECU harness connector.
Then you test the E2 voltage like you're doing in those pictures except that E2 is one pin over from the one you've got pictured. You're testing DC so when you're testing voltages you want the range with the dotted "=" sign, not the range with the "~". For testing resistance it's the "Ω" range.