Can I test an unwired light fixture with multimeter?
You don't need a bulb at all to test the fixture.  There should be one main "neutral", and one main "hot" wire coming out of the fixture. If there's more than one of each, you can tie each set all together, or test each one individually.  The following procedure assumes a single "hot", and single "neutral".

First, set the multimeter to test continuity , or the lowest resistance setting. 

Test the "neutral" wire


Put one probe on the "neutral" wire.
Touch the other probe to the threads inside each socket.


Next, test the "hot" wire.


Put one probe to the "hot" wire.
Touch the other probe to the contact at the bottom of each socket.


The threaded portion of each socket should show continuity (or low resistance), with the "neutral" wire. While the contact at the bottom of the socket, should show continuity (or low resistance) with the "hot" wire.

If one or more of the sockets doesn't test out, you may be able to repair the fixture. It's up to you if you're willing to put in the work.

If you know what size socket it is, you might want to fit a bulb in the sockets to make sure they're not physically damaged (deformed, etc.). 



As @MichaelKaras points out, you'll also want to check to make sure there's not continuity between "hot" and "neutral", or either of those and the body of the fixture.


With the multimeter set to test continuity (or low resistance). Place one probe on the "hot" wire, and the other on the "neutral" wire.
With one probe still on the "hot" wire, touch the other probe to various metal parts on the fixture.
Place one probe on the "neutral", then touch the other probe to various metal parts on the fixture.


If any of these tests show continuity, then the internal wiring is likely damaged.