Arduino PWM output cannot drive MOSFET 0-12V
Assuming you have a suitable FET You should have a circuit in line the following.
http://elinux.org/RPi_GPIO_Interface_Circuits#Using_a_FET

You should have some kind of load (a multimeter will have too high an impedance). Use a resistor 4.7k or smaller. You should also have a resistor on the gate