Testing the continuity of connectors

I’ve seen it mentioned many times, yet there’s nothing on YouTube about it.

Is it across like this?

I’ve also read that a 9v multimeter will damage your logic board components if you test them on the actual board as the parts aren’t designed to withstand 9v passing through them.
Apparently, you have to remove them first in order to test them.

Is everyone damaging their logic board components without knowing it???