By transformer I take it you mean a power supply containing a transformer followed by a rectifier circuit to generate the DC. In this case, applying DC to the input will have bugger all effect as nothing will be produced at the secondary side of the transformer. However, unless you can disconnect the transformer you will read a resistance through the primary winding so it will be a case of linking the lives and IR testing them to earth. 250v will certainly be no problem. 500v...hmmm, not sure, depends on the insulation classification of the transformer winding. Probably best not risk it.