If you have a metered current limit adjustable power supply, set the current limit below 50mA, put the diode across the output terminals, and crank the voltage up. When the voltage limits, read it off the meter.
If you can't do that, then a series resistor (a pot and fixed resistor, depending on power supply volts available and the zener voltage) should be used. Crank the voltage up, and meter the voltage across the zener, when it limits, you have the zener voltage.
The dynamic resistance may be large, so the zener voltage may change quite markedly with current. Watch out you don't burnt it out, the physical size is usually a clue to it's power dissipation.
If the voltage shows up as 0.6-0.7 V, turn the diode around, you just forward biased it.
Hope that helps,
cheers,
Richard
