You need to establish if the HV is actually there. Use a neon lamp or a neon screwdriver and hold it near to the HV cables to the magnetron. Under no circumstances actually touch any of the connections. The neon should glow when you get to about 1cm from the cables. If it does, you can assume the HV is present and you then need to check the LV to the filament. This isn't easy because the LV is connected to the HV. The safest way to measure is to stop the fan rotating and operate the oven for about 20 seconds. Unplug from the power socket and feel the fins on the magnetron. They should be warm, if they are, the filament supply is probably working.
It is possible the magnetron has failed, especially if the oven is more than a few years old. They gradually reduce power until they reach a point when they can no longer oscillate, if it has failed, your only option is to replace it.
Brian.