Did this instrument come with instructions, or are they downloadable online?
You must set the correct scale, and have the probes in the correct orifices, as the previous posters have alluded. You don't want the instrument measuring voltage above the sensitivity range you select on the rotary dial because you will get the highest reading, and no discrete resolution. So, if you want to measure 12 volts, you would set the arrow in the correct third of the reading dial, and set it at the next discrete indicated top voltage...in this case, 20. If you are in HO, you should not exceed 19-20 volts.
Note that if you are measuring DCC voltage (AC square waveform), you will get a false voltage reading because your instrument can't deal with that current properly. You need a RAMP meter from Tony's Train Exchange or something equivalent.