I bought a voltmeter to find out whats causing my battery to drain. I don't even have the slightest clue on how to use it. Please help me figure it out.
i believe its just putting + to + and - to - there should be no current when the key an everything else is off

The one, the only, ME.
WARNING: do not use the ohlm setting on a live wire. You will toast your multimeter or even your hands.
Disconnect you battery and drain the system (turn your lights on) before using the ohlm setting.
Then I would recommend useing the ohlm setting and touching the black to the body of the car (unpainted surface, aka a bolt or the block) and touching the red to the tops of the fuses. If you get a low reading (something under 1k), you have a problem.
If there is a short wouldn't it show infinite resistence?