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What sort of SMPS is it?
If you know the AC in is present and what the DC output voltages should be then why shouldn't you test in circuit?
No you shouldn't be seeing zero ohms between all pins on the secondary side if it's disconnected from the load.
Please be careful here because I'm not convinced you really know what you're doing and dangerous voltages are involved.
Are you testing the supply as a whole, or just the transformer?
If just the transformer, then yes, you probably will see near zero ohms. Secondary windings of switchmode transformers are often only a few turns. And primaries are often not much more. I've done line voltage SMPS transformers with as few as 30 turns on the primary.
If you are trying to find the cause of a failed supply, it is very unlikely that the transformer is at fault, as it is just about the most robust component in the system.
And, as tronitech mentioned, be very careful, when working on SMPS'. There are lethal voltages present.