Don't disconnect different wires willy nilly on the secondary and try to test....you'll blow fuses. There is one primary on the transformer and many secondaries, some with center taps. If disconnecting wires, you should always disconnect or reconnect the whole secondary winding and center tap at a time. The two yellow wires on the secondary are the 5V filament wires for the rectifier tube. The schematic doesn't show the 6.3V filament wire color, but I am assuming they are green. There should be two of them, one for each end of the winding, and also a center tap, which is often green-yellow. There are also two red wires which are the wires that go to the rectifier tube. The center tap for that winding is the red-yellow, which should go to ground. You should leave that connected to ground if you have the two reds connected or the tube rectifier plugged in. If you disconnect it while those are plugged in the fuse will blow. The red-black is the bias tap and that should always be connected if the tubes are installed.
If you are testing to verify power transformer function, then 1)Make sure your primary wiring is correct as everything starts from there. 2)Unplug all tubes, and disconnect all secondary wires and leave them floating and not touching each other. Power the amp and if the line fuse does not blow, then the PT is ok. If the fuse does blow with all secondary wires disconnected, then the PT is likely bad. If the transformer works, then 3)Connect each secondary up correctly, one at a time, and test function. This will allow you to see if one secondary alone is bad. If fuse doesn't blow with all secondaries connected then PT is fine. 4) Add rectifier tube only and check function. If fuse blows then rectifier tube or wiring past that point are bad and need to be corrected. If ok, then add power tubes and repeat.
You will get continuity if some of the wires are connected to ground. Transformer windings have very low resistances and if a center tap is connected to ground then you will get continuity on that winding. The negative bias circuit is also very low resistance and you will get continuity if the center tap is connencted to ground too.
Tube amps have many little localized circuits that all work together but when you have a problem, you need to try to isolate where the problem is. By taking all of the tubes out, including the rectifier tube, then you are able to localize any potential problems to the PT and the power supply wiring. By disconnecting all of the secondary windings on the PT, then you are able to isolate to the primary winding and the PT itself. Once you verify that function, then if you connect one secondary winding at a time, you can verify function of each one, or isolate the problem winding. You need to take a systematic approach to it like I described instead of playing around with this wire or that wire to see what combinations affect things. You end up chasing your tail with that approach.
Greg