It wasn't clear to me that you might be in a 220/240 volt country where you are building this. I just assumed you were 120, sorry.
You really, really have to be careful you aren't powering a 120/240 volt transformer with 220/240 volts. Your HV will produce very high volts should that be the case. You *might* have burned out the heaters on your tubes if you fed them double-voltage, but who knows. You *could* potentially cause an arc-over on the HV secondary because it's meant for 660 volts, not 1320. Things start to get a little sparky over 1 kv, and transformer startup surge would be a wonderful time for such arcing to occur. Now you have a carbonized path established inside the tranny, perhaps an insulation failure, and you are done. Unfixable, pretty much.
The SECOND best way to do this is to refer to the mfr schematic and use his color code. Why only second best? Because one in 10,000 transformers just might have the wrong color wires relative to how they are called out on the part dwg. Yes, astronomically rare, but it happens. The BEST way is to power up the tranny and measure the HEATER volts using alligator clips to keep your meter leads connected to the wires under test, keeping any other wires taped up or otherwise insulated and away from the action. That way you are dealing with either 6.3 volts or 5 volts (AC, of course) and not what could be meter-blowing volts on your HV. Is this silly? 10 seconds versus blowing up your meter? Or blowing out your tube heaters, even turning the thing on for a preliminary test part-way through a build?
I have never seen it as an absolute rule, but I would bet that 99% of tube amp builders will turn on a partially completed build when the heaters are wired (they are most often wired first because they are either UNDER other wires, or, in the case of a Fender, "up in the air". Most builders will wire up their heaters first, and when done, they power up the build and minimally, confirm the tube at the farthest end of the string lights up.
If you're powering a 120/240 volt transformer from 120 VAC, it's not quite as big a deal. You can't get double-volts out of it. On 240 volts, you have to be double, triple careful. You make these kinds of tests at the beginning because it removes any need of having to think or worry about it later.