How do I discharge the capacitors in my PS audio P20 ?

The capacitors should be discharged to ground. You don't use a multimeter for that, other than perhaps to test the caps for voltage afterwards to confirm discharge.

Assuming you don't have a 10watt 1k resistor on hand, you could use a 40w light bulb.

@hiendmmoe

I am interested in this as well.  This link seems to give a good explanation. 

https://www.nextpcb.com/blog/how-to-discharge-a-capacitor-comprehensive-guide