A megger has a specific purpose, to test for insulation breakdown between windings and the motor stator or frame. Normally you just tie the phases, or phase and neutral together, and measure between them and the motor stator or frame. Additionally, In the low ohms range it will test the quality of the bonding between the ground lead and the frame, and it will also test the continuity of the windings.
Search on"megger testing of motors", for example,
https://www.instrumart.com/assets/Megger-insulationtester.pdfThis article gives some indicators for acceptable insulation resistance values
cheers,
Richard