The circuit you have is very like;y to have similar bits nearby and for the Blank thing a resistor because of it's designation of R. A resistor marked 101 is 100 ohms. A "10" and 1 zero. so 221 is 220 ohms, 103 is 10K. Wattage you have to get by size,
When you measure "in-circuit", the parts around the part your measuring interact, so when using the diode test and you get 000 and 000 in both directions, you need to know if it's a surrounding part.
You may have to "reverse engineer". make a schematic from the PCB to enable better gueses.
Zener diodes, the ones with the (based in your pdf) colored band will likeley act like regular diodes unless they are something like 2.1V.
Your meter in the diode range may measure in mV rather than volts, so 686 is 0.686.
I have a $7.00 meter I got free that does this.
The value of a resistor that you can;t read, you may be able to make out parts of them and there may be a similar bit elesewhere on the board.
if you happen to find a bad zener diode that test bad in and out of circuit, your going to have to find a voltage source and a resistor to say limit the current to 1-10 mA and measure the voltage across it. For a 5.1 V zener diode, you;ll have ~0.6 one way and 5.1 the other.
A 9V battery and two 9V batteries in series would be a place to start.
Don;t forget to take photos before and after to check polarity.
For the dimensions, I have a dial caliper, so i blew up your jpg with the ruler. Measured the ruler for 1 cm for my screen in mm. Now i have a conversion to apply for other components measured on the screen.
So, if I wanted to measure the black resistor, I could measure the screen value of the diode and I know the real dimensions, so i can calibrate that way.