The 6.3V and 12.6V connections look to be correct, but I think you have made a mistake with the 250/0/250V connections.

According to the diagram on the transformer, the yellow '250' and the green '0' wires should be connected together and go to the '0' terminal on the PCB. The yellow '0' goes to one of the 250v connections on the PCB and the remaining green '250' will go to the other PCB connection.

But to make sure, I would suggest before you wire up the PCB, connect the leads to a three way 'chocolate terminal block' and using a multimeter set to 1000V AC, measure the voltage across the unpaired yellow and green wires. If all is wired correctly you should get a reading of 500V.

Take care - these voltages are lethal.