[morzh]

All three sections of the tuning cap are across the secondaries of their respective tuning circuits, so not only you should see a small resistance (I suspect units to couple of tens of Ohms) across each section, but also to the chassis.
As lon as it is not 0 Ohm, it is what it should be. Make sure your Ohmmeter can measure low Ohms.
If you see close to zero, unhook the wires to the respective section and re-measure: it should be open.