Hi!
This power supply you have bought is totally unsuitable for testing car components like the solenoid actuator you've pictured, these have a very low resistance that acts like a direct short–circuit across the power supply, that is causing it to go straight into "current limit" mode!
The ECUs/control units in the car(s) that operate these actuator/solenoid units contain special circuitry that discharges a large capacitor into the windings of the solenoid to start them moving, and then once they have started to move, they only need a much smaller "hold–in" current to keep them in the actuated position!
The power supply you have bought is probably OK but simply too small to even attempt to test car components!
If you do want to test it, if you get something like a 12 V car tail, reverse–light or indicator bulb from your local car spares store, your power supply should light a 12 V 21W bulb but it won't provide more than 2 A or about 2.5A at 12 V!
Chris Williams