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You may, if you wish, disconnect only 1 of the 2 leads from the circuit. This information should be printed on the outside of the capacitor as well. Look for a number followed by a capital "V," the symbol for "volt." For a 25V capacitor, you could use a voltage of 9 volts, while for a 600V capacitor, you should use a voltage of at least 400 volts. Let the capacitor charge for a few seconds. Be sure to connect the positive (red) lead from the voltage source to the positive (longer) capacitor terminal and the negative (black) lead to the negative (shorter) terminal. The greater the discrepancy between the capacitor's voltage rating and the voltage you're charging it with, the longer it will take to charge. Generally, the higher voltage of the power supply you have access to, the higher the voltage ratings of the capacitors you can test with ease. Connect the positive(red) lead to the positive (longer) terminal and the negative (black) lead to the negative (shorter) terminal. This should be close to the voltage you supplied the capacitor with. If it isn't, the capacitor is no good. The capacitor will discharge its voltage into the voltmeter, causing its reading to drop back to zero the longer you have the leads connected. This is normal. Only if the initial reading is much lower than the expected voltage should you be concerned.
Disconnect the capacitor from its circuit. Check the capacitor's voltage rating. Charge the capacitor with a known voltage less than, but close to, its rated voltage. Set your voltmeter to read DC voltage (if it's capable of reading both AC and DC). Connect the voltmeter leads to the capacitor. Note the initial voltage reading.