If you have already connected the ground lead for your speaker output, usually a black wire, to ground. All of your impedance leads will look like they are grounded. The output winding has an AC impedance of only 4 or 8 ohms, and would have a DC resistance of almost nothing. So checking with a multimeter for resistance, It should look shorted to ground. As long as you wired it correctly then you are getting the right readings for what you are checking.