How can I measure the reverse leakage value of a TVS diode?
Use your multimeter in ammeter mode to measure the current directly. If you are just verifying the reverse leakage spec from the datasheet, then you will not have avalanche conditions (unless the part is defective).
Another option is to put a small resistor in series with the diode. For example if the leakage current is 100uA at 15V, you could use a 1k resistor in series. Use your multimeter to measure the voltage across the resistor. Use Ohm's law (V=IR) to calculate the current. A 1k resistor will give you 0.1V with 100uA. Ideally you would have a second multimeter to measure the diode voltage by itself. But as long as your resistor is small enough the voltage drop won't matter too much.