The electronics great RepairFAQ.org has information about microwave
oven repair:
http://www.repairfaq.org/sam/micfaq.htm
Those high voltage diodes will read open with a digital meter because
they're made of several diodes in series to handle the thousands
of volts, and usually digital meter won't apply enough voltage to
make all those diodes conduct. So either try an old-style analog
meter set to a higher ohms scale (x100, x1000, x10,000), or
apply at least 6V - 9V DC through a 1,000 ohm resistor and measure
directly across the diode. If the diode is open, you'll see the
source voltage, but if it conducts, the voltage will be lower.
The big high voltage capacitor has to be discharged before handling
it. It almost always contains a bleeder resistor to do that, but
bleeders fail in use, so assume it's not there. Get a screwdriver
with a plastic handle on it (it's not enough to wrap electrical tape
around a metal handle; the voltage is way too high), and wrap several
turns of BARE solid copper wire around it. Connect the other end of
that wire to a 10,000 ohm, 10 watt resistor, and connected the other
resistor lead securely to bare metal of the oven's chassis. Touch
the tip of the screwdriver to each lead of the capacitor for 30
seconds. Finally, touch the screwdriver shaft to both leads of the
capacitor simultaneously.
Prices for microwaves oven parts vary greatly, and sometimes
electronics parts dealers are cheaper than appliance dealers. Some
of the former include MCM Electronics, Dalbani, Premium Parts, and
Parts Express.
You don't need an exact replacement magnatron, just somethign
compatible mechanically and electrically, and for our Sharp
onvection/microwave ovens I've used L-G magnatrons. Also any
replacement high voltage capacitor should have the same microfarad
(uF) rating as the original because using one with a different
capacitance rating changing it changes the power output roughly
proportionally, meaing the programmed cooking modes may not work
right because they're not calibrated for a higher or lower power.
The magnatron is usually held in place with 3-4 bolts or nuts, and
you absolutely want them to be secured so the magnatron is completely
flush with the mounting surface. Otherwise microwavess will leak past
the brass braided ring seal.
The magnatron has to be cooled with a fan, so be sure that fan works
by feeling for air through the rear vent. There's probably a bimetal
thermostat mounted on the magnatron to shut it off if it gets too
hot, and you may want to replace it because I had one that got stuck
in the on position. They're made with several different temperature
ratings.
I wouldn't turn on a microwave without the cover completely reattached,
including with all its screws, to prevent electrical shock and also
injury in case the capacitor explodes.