Find a compression tester for sale at a reasonable price... a couple of people have found them at a good price... keep looking on the threads to find that..

Generally you are going to need to be sure that you have a compression tester adapter which will fit into the hole you are going to use for testing... this could be the fuel injector hole or the glow plug hole...

Smart money is using the glow plug hole ... 57 times less work.

Then you take out ALL the glow plugs and disable the fuel delivery to the engine...I am not sure which method is best for this...

Then, with the battery in good shape you turn over the engine with the starter for a certain (same) number of rotations with the gauge in each glow plug hole in order... keeping records of the psi reading each cylinder gets to. Usually 8 to 10 revolutions per cylinder is enough to " top out" the guage to whatever high that cylinder is capable of reaching...

Some people think you need to perform this test on a cold engine, then a hot engine... I think a correctly done cold test will give you enough information to evaluate the engine and the cylinders compared to each other...