Testing these sensors is pretty easy but you'll need a battery pack or power supply.
Connect a 2.7-5.5V power supply (2-4 AA batteries work fantastic) so that ground is connected to pin 3 (right pin), and power is connected to pin 1 (left pin)
Then connect your multimeter in DC voltage mode to ground and the remaining pin 2 (middle). If you've got a TMP36 and its about room temperature (25°C), the voltage should be about 0.75V. Note that if you're using a LM35, the voltage will be 0.25V
The sensor is indicating that the temperature is 26.3°C also known as 79.3°F
You can change the voltage range by pressing the plastic case of the sensor with your fingers, you will see the temperature/voltage rise.
With my fingers on the sensor, heating it up a little, the temperature reading is now 29.7°C / 85.5°F
Or you can touch the sensor with an ice cube, perferrably in a plastic bag so it doesn't get water on your circuit, and see the temperature/voltage drop.