Transformers may have mulitple windings, but must have at least two. The Primary is the higher voltage, often denoted H. The secondary is the lower voltage (higher amperage) winding, often denoted X.
Comment
The above answer is
only true for a
step-down transformer. The general answer is straightforward: the primary winding is the winding connected to the
supply, while the secondary winding is the winding connected to the
load. This applies to ANY transformer.