Just for clarity . . . You can check the continuity in various ways depending on what's been taken apart.
With the bare detached coil on the bench you should see continuity between the HT spike and either low tension tail. About 5000 ohms. You should see half an ohm between the two low tension leads.
With the slipring on the armature and the low tension wires connected you should see the 5000-odd between the brass strip and the spindle of the armature or between brass strip and the centre screw, and you should see the half ohm of the primary between the cb centre screw and the spindle.
Primary and secondary windings share a common earth because the two windings are connected directly, as John stated.
With the armature refitted to the mag and all wired up and the earth brush fitted you should see the 5000 between slipring and body, or from slipring to centre screw.
(What you see on an assembled mag on the low tension side may not be meaningful with the contact breaker refitted, as it depends on whether the points are open or shut and on the effect of having the condenser in circuit.)
But if you can't see the 5000-odd in any circs, then the HT side is unfortunately open line and the bobbin needs a rewind.
