The script you will be working with has a custom module called multimeter added to the micro:bit filesystem. That multimeter module is already part of the .hex file you will download and then open in the python.microbit.org [1] online editor.
(View full-size: download-measure-continuity-hex.mp4 [4])
Links
[1] https://python.microbit.org
[2] https://learn.parallax.com/sites/default/files/content/Python/breadboard/hex/continuity_tester.hex
[3] https://python.microbit.org/v/2
[4] https://learn.parallax.com/sites/default/files/content/Python/breadboard/mp4/download-measure-continuity-hex.mp4