Put the black probe on part of the Amiga you know is at ground, 0V. Then put the red probe to the fuse. While the equipment is turned on, which is why some probes have clips, so you can turn on from a distance.
If no voltage is detected, that means the fuse is blown. Or part of the circuit behind the fuse has blown - unlikely, nearly always the fuse is sacrificed first. If you measure the resistance across a fuse, disconnected (unsoldered in this case) then a good fuse has 0 Ohm resitance, or close to. A blown fuse has near infinite resistance.
I must admit, I had no luck ever getting an A2000 to work with an A520 in the UK. I suspect there is a subtle difference between A2000 and A500 video outputs on PAL Amigas. Then again, I had no schematics to fault find with. I was very much working in the dark.
I'll dig out the Hardware Reference Manual and see if that has any light on the issue.
EDIT: Only difference is that A500s don't have a -12V rail, they have a -5V rail on video pin 21. So yes, does look like the +12V supply isn't getting to the modulator (I presume is is needed, as other people have reported changing that fuse has let them use PAL A2000s with PAL A520s).
The reason the fuse is there is to protect the power supply from blowing up when the +12 rail gets shorted out. Very easy to do when fumbling with a big D connector round the back of an Amiga. Replacing it is no big deal if you have the skills, if not, see if you have a local Makerspace or Hackspace to help out.