Help identifying a circuit

[Bzzzz]

I believe that this is a capacitor of some type, I'm new to all this so bare with me. Also what's the value, and how would I go about finding these things out for myself in the future?

 

[jravi]

go through this

**broken link removed**

 

[nikhilele]

connect a Digital meter in resistance mode across it, both ways pin 1 to pin2 and then pin2 to pin1
if it shows very large values then change to capacitor modes and try to find out capacitance,