>- should i be checking it on the dc voltage
The basic test is DC voltage but it actually depends on the zapper.
Most meters are averaging and most zappers are 50 % duty cycle square wave output. This being the case, expect a reading of 4.2 to 4.8 volts on a brand new fresh 9 volt battery.
The proper tool to use is an oscilloscope. This should show the waveform and the peak to peak amplitude of 8.2 to 9.7 volts on a fresh battery, depending on the zapper that you are testing.
There are many characteristics that are important. Rise time, current, frequency and voltage under load, over-shoot, roll-off, etc., all influence the effectiveness.