How to use this power supply?
That looks like a dual supply. 

The left side controls the negative voltage, the right the positive.







simulate this circuit &ndash; Schematic created using CircuitLab

When you measure from the + to the - you need to add the values shown in the two displays.

If you want to hook it up to something that needs a single supply, just use the right side and connect your thing to + and common.

BTW: With the Volts/Current button pushed in the meters will show the current being drawn by each supply instead of the voltage at the outputs.

Your difference between the displayed value and your multimeter value will be due to the calibration differences in each. In reality, neither is probably right. 

Here is the PSU manual thanks to Ron Beyer.