You don't give too much detail on what you are testing, or what voltage you need but I 'm not sure you understand the details.
The test you are doing is to test the insulation of the windings to the accessable parts (case). Therefore the test voltage will appear across these points not across the coil.
If you are doing this in a company, then you should already have worked out what voltage is required to test the product, both the test voltage and the test duration.
Companies would buy or higher a dedicated piece of test equipment for testing the insulation. The coil of the magnet would be connected to one terminal of the insulation tester, the other terminal would be connected to the metal outer case. If the outer case is not conductive then a layer of tin foil would be wrapped around it.
The insulation tester will have a current limit, usuall in the range of 1-3 miliamps. A good one will detect both breakdowns and partial discharges.
If you don't know the test voltage then you would have to figure it out from the application but I would be suprised if it were less than 1kV.
Yours
Neil