To use the Parameter Analyzer, first create an account on the Weblab web site. Do this early, as accounts may take up to 24 hours to approve. Next, select the device you are testing from the devices menu. Click on the SMUs to configure them. Name all voltages and currents. Select "download" for the ones you plan on plotting.
For a diode, make one terminal common (ground), and set the other as VAR1, sweeping from -1.5V to 1.5V in 100mV increments. Set the compliance to around 10mA (this limits the maximum current through the device). Select "Run experiment" (also an icon on the toolbar), and plot voltage against current.
For a MOSFET, make the source common. Sweep the drain, as VAR1, from 0V to 4V in 200mV increments, with a 100mA compliance. Sweep the gate, as VAR2, from 0V to 3V in 300mV increments, with a 1mA compliance.
If you also wish to see incremental resistance, create a user-defined function, DELTA(Id)/DELTA(Vd) (where Id and Vd are the names of the appropriate voltage and current. ), and rerun your experiment.