I want to know how to measure this components in the attached picture. If I'm right they are beads. The second one the brown one I thought at first that it is a capacitor but I can't measure its capacitance so I think it is a bead too. How to measure their values and what are they called?
The first one has designator L1 so it most likely is a ferrite bead.
The second one is most likely a capacitor. You can't measure capacitors when they are connected to the circuit, the rest of the circuitry will affect the reading. The capacitor value might be so low that general purpose multimeter cannot measure it.