A megger is a meter used to measure the insulation of a wire because the high ohms values of an insulation are too high for a standard ohm-meter. A standard ohm-meter puts a very small voltage on a circuit and measures the voltage drop internally in the meter, thereby it measures how much resistance the circuit has. If the circuit has a very high resistance, the voltage of a standard ohm-meter would be too low, the voltage drop would be too insignificant and makes the measurement inaccurate.
A megger does effectively the same but with a much higher voltage. Typically we measure ranging from 10 volts ot 500 volts on a wire making accurate measurement on high ohms resitances possible.

In short, if we need to see if a wire is broken or if we just need to know the resistance of a wire we use a ohm-meter, if we need to know the insulation resistance between the wire and another wire or ground we use a megger.
megger

If u are going to use a megger, disconnect all the computers and equipment that is connected to the wire first. Refer to the wiring diagram manual to find out what is connected to the wire. Needless to say, 500 volts can make short work of logic gates inside a computer.
megger

I connect a megger to a wire and to ground to measure the insulation.
connected

I set the meter to 'test' with the voltage level selected to 500 VDC and I measure 12.5 Gigaohms wich is quite good.
measured 12.5 gigohms

If the wire had a bad insulation the resistance would have been much lower, typically where there is a intermittent short (often caused by shafing) in a wire bundle, the resistance can drop right down when u move the wire bundle slightly.