How to detect if a TRS cable is connected to a MP3 player output?
The output signal of ordinary music players for headphones or external amp isn't detectable with your meter. It hasn't low enough AC voltage range. You have 200VAC and 500VAC ranges. The signal (=AC voltage) can be less than 2 volts. In theory at the 100VAC range the last number can show something, but the result is unreliable.

The higher, say 200kOhm or 20 MOhm resistance ranges can show something less than "over range" when connected from sleeve to tip or sleeve to ring and there's  the player connected. The output circuit of the player can conduct a little the test current that the meter outputs at resistance ranges. 

The shown value can be unstable and it can grow to "over range" as capacitors get charged. Keep your fingers off, the must not be a part of the measured circuit. Compare the result with a surely unconnected absolutely identical cable to reveal method error and leakage in the cable. 

I guess you wanted info of the capabilities of your meter. Otherwise you would sinply look at the cable end with bare eyes.