The proximity effect in hybrid superconductor-semiconductor structures, crucial for realizing Majorana edge modes, is complicated to control due to its dependence on many unknown microscopic parameters. In addition, defects can spoil the induced superconductivity locally in the proximitized system, which complicates measuring global properties with a local probe. We show how to use the nonlocal conductance between two spatially separated leads to probe three global properties of a proximitized system: the bulk superconducting gap, the induced gap, and the induced coherence length. Unlike local conductance spectroscopy, nonlocal conductance measurements distinguish between nontopological zero-energy modes localized around potential inhomogeneities, and true Majorana edge modes that emerge in the topological phase. In addition, we find that the nonlocal conductance is an odd function of bias at the topological phase transition, acting as a current rectifier in the low-bias limit. More generally, we identify conditions for crossed Andreev reflection to dominate the nonlocal conductance and show how to design a Cooper pair splitter in the open regime.