Transformers are tested by measuring the resistance of the copper wire on the primary and secondary. Since the primary has more turns than the secondary, and is wound using a thinner wire, its resistance is higher, and its value is in range of tens of ohms (in high power transformers) to several hundreds of ohms.
Secondary resistance is lower and is in range between several ohms to several tens of ohms, where the principle of inverse relations is still in place, high power means low resistance.
If the multimeter shows an infinite value, it means the coil is either poorly connected or the turns are disconnected at some point.
Coils can be tested in the same way as transformers – through their resistance. All principles remain the same as with transformers. Infinite resistance means an open winding.