The wire from the high voltage transformer high voltage tap goes only to one side of the high voltage capacitor. No other wire is connected to that terminal of the high voltage capacitor.
The other side of the high voltage capacitor connects to the anode (A) of the high voltage diode and to the "FA" terminal of the magnetron.
The cathode (K) of the high voltage diode is connected to chassis ground.
The pair of wires connected to the secondary (thinner) winding of the high voltage transformer are the filament wires and are connected to the "F" and "FA" terminals of the magnetron.
There should be a "mini-manual" (tech sheet) hidden inside the unit behind the control panel or hidden on the left side behind the grille, which is very helpful when troubleshooting, testing, and locating components.
It has the overall wiring diagram and schematic.
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