How do you prevent multimeter from damaged?

Besides not dropping it, you prevent damage to a multimeter by never connecting it to a circuit that it is not intended to measure. Two examples... If you are in a 0.6 milliamp range you would not want to connect the meter to a 6,000 volt focus pin in a television set. If you are in ohms mode, you would not want to connect the meter to a circuit that has voltage present.