With the vehicle off, disconnect the red wire from the + battery terminal and set your meter to read amps, not voltage. Then connect the red wire to the black probe.

Confused here how do you mean , Connect the red wire to the black probe ?

 

By connecting (touching or clamping) the black probe to the small gauge red wire that was removed from the battery positive terminal, current will flow from the battery positive, through the red lead to the meter, then through the black lead to the mystery box, then to ground completing the circuit. That is the way the current will be measured.