Short circuiting GND and power pins
It all depends on how you are powering the board.
If you're running it from USB then the computer should shut off the power to the USB port. If it doesn't then the Arduino has a small self-resetting fuse on the USB power which should shut the power off for you.
However if you're powering through the barrel jack there's no protection. Worst case scenario: it will blow the voltage regulator, which then &quot;fails short&quot;, meaning it passes the whole of the input voltage through to the microcontroller, which then kills it.
So yes, it's possible to damage the Arduino with a short circuit.
Most multimeters have a better way of testing the board though: either the &quot;beepy&quot; continuity test, or the resistance mode.  You can use that to test the continuity or resistance between your 5V and GND pins without having to connect the shield to the Arduino at all. 100% safe.