Keep swapping out wires on the red multimeter lead until the needle on the multimeter moves. These are the wires for a winding. You will label it a or b later on. Test out the other three and make sure the needle moves as above. Now you have both winding leads figured out.
Leads are wires and there are two windings for a stepper.
Next step is to find the power wire from both sets of three. These are the wires that you will eventually connect to one or two of the 5 pins in a row on the 9 pin connector. Typically, the power wires are black and or white. Here is how to get the power wires figured out. You need to set your multimeter to a ohm setting of X1.