[Arran]

 Before you test anything you should get a copy of the schematic to tell you what is what with regard to the power supply and it's components, particularly if there ares any resistors connected in series with the center tap of the H.V winding. With most radios you don't need to pull the chassis to check the power transformer, you can unplug the rectifier tube from it's socket and measure the H.V winding across the two plate pins, by poking the probes into the pin holes, and from each plate pin to the center tap which is either connected directly to the chassis, or through a resistor or two to the chassis.  You can also test the filament winding for the rectifier tube whilst the tube is pulled, but for checking the filament winding for the other tubes you need to pull all the other tubes out of their sockets and measure across the heater pins. The other winding to check is the primary winding, which you can do across the two pins of the power plug if the cord is good and the power switch is still good. It's not really necessary to test the filament/heater windings, they are probably the last things that could fail on a power transformer, and if someone shorts across one it's the primary that will burn up. 
Regards
Arran