Please could someone let me know what I am doing wrong?
Sure can. The first wrong thing is to wire up the circuit without determining in advance whether or not the connections you will make are appropriate. The second wrong thing is using the wrong settings for a measurement device.
When wiring up a circuit, make sure that the battery terminals are connected to power your devices with the correct 'polarity'.
And for your multimeter, electrical current measurements will not only require the multimeter to be switched to 'current measurement' mode, but also to know in advance that the multimeter will be able to handle the amount of current that will be flowing ------- so as to avoid a fuse blowing.
This multimeter allows has TWO configurations for the cables for measurements of
current.
One configuration ------ with red coloured cable in the red coloured socket, and black coloured cable in the black coloured socket ------ has a approximately 200 mA current limit ------ and exceeding that limit (or there abouts) will blow the 200 mA fuse.
The other configuration, with red cable connected to the yellow socket, and the black coloured cable remaining in the black coloured socket -------- has a higher current limit ..... up to 10 A. And exceeding that 10 A (or there abouts) will blow the 10 A fuse.
One way to see if your 200 mA fuse has blown - is to disconnect the multimeter from everything, then turn off the multimeter, and open it up ------ to remove the 200 mA fuse. And then visually inspect the fuse - to see if it has blown. Otherwise, you can use the multimeter to measure the resistance of that fuse ----- to see if it has blown.