Got nothing? Meaning it read 0 or it read 1?
If 1, then yes, the fuse is blown. If 0, the fuse is good.
Chuck's "1" is better described as "no resistance measured" - the resistance is beyond the meter's ability to measure. The display that the meter shows for that condition varies between meters. For example, the Fluke brand multimeters display "OL".
So become familiar with your meter. The resistance of fuses varies a lot depending on a few factors. The motherboard fuse, if good, should measure somewhere between zero ohm and about 1 ohm.
Another way to check the keyboard fuse would be to:
1. Put your multimeter into 'DC voltage' mode, then
2. Connect the black probe to the metal case of the power supply, then
3. Connect the red probe first to one end of the fuse, noting the voltage showing on the meter.
4. Connect the red probe to the other end of the fuse, noting the voltage showing on the meter.
If both readings are 5 volts (or close), then the fuse is good.
If one reading is 5 volts (or close) and the other reading is 0 volts (or close), then the fuse is bad.