Obtain the data sheet for the specific diode or thyristor you are using. Look for the I-V curve on the data sheet. Look for a graph that has "voltage" or "V" labeled on its x-axis and has "current" or an "I" labeled on its y-axis. Also look for the current units of "milliamps" or "mA" for short on the graph. Call the application engineer at the company if you can't find the I-V curve on the data sheet.
Connect the anode of diode or thyristor to the power supply's positive lead. Connect the ammeter's positive lead to the diode's or thyristor's cathode. Now connect the ammeter's negative lead to the power supply's negative lead.
Ensure that the power supply voltage level is set to zero volts. Now, turn on the power supply. Adjust the power supply voltage in one-tenth of a volt increments. Record the current displayed on the ammeter for each voltage level. Continue incrementing the power supply voltage and recording the current in one-tenth volt increments until you reach one volt.
Plot the current versus voltage measurements on graph paper. Compare the plot to the actual I-V curves on the data sheet. The diode or thyristor works if the curves roughly match. The diode or thyristor does not work if the current stays constant over the entire voltage range or the amount of current through the diode or thyristor is considerably higher or lower than specified on the I-V curve.