How to check an IGBT
There are 5 tests you can perform

1) impedance check 

Collector-Emitter  - should be Megs

Gate-Emitter - should be megs unless internal GE terminator resistor

2) Capacitive check

Gate-Emitter - should be capacitive ... (read further down)

3) Diode check

DMM on diode and Emitter - collector - should be a diode

4) withstand

Megger on 500V (or suitable level for the breakdown voltage BUT less than) Collector-Emitter

5) switch test

20V PSU Collector-Emitter with say... 1A limit, 15V PSU Gate-Emitter - 1st PSU should go into current limit

Do these tests on a known working switch so you know what to expect.