You check across the grain, or in the direction which will give the maximum deviation (surface finish requirements are default "max" allowable, unless two are specified (upper and lower limits).
A 32 is 32 micro-inches rms. You sweep a (usually) electronically-amplified stylus across a 1-inch swath of the surface, and take an rms (root-mean-square) average of the reading. Alternatively, purchase a visual comparison standard.