What tests are done on aircraft wings for testing the effects of lightning?
Almost all the tests done on aircraft wings can easily be categorized in one of the areas you mentioned.

The only remaining thing I can think is bending an aircraft's wing. It is stated on BBC as:


  Many modern passenger jets can flex their wings nearly 90 degrees in a test rig.


For B787, it is reported:


  During the test, the wings on the 787 were flexed upward
  “approximately 25 feet” which equates to 150 percent of the most
  extreme forces the airplane is ever expected to encounter during
  normal operation. The test is used to demonstrate a safety margin for
  the design and is part of the certification process to show the
  airplane can withstand extreme forces.


This video shows (also this one) how much force a wing can take before breaking.

OP asked about tests for lightning effects. Lightning commonly strikes the nose, wingtips, engine cowlings, and tip of the vertical tail. Hence, wings are not the only parts of an airplane which needs to be protected against lightning.

To avoid reinventing the wheel, please see the following questions:


How is an on ground lightning strike test conducted?
What happens when an airplane gets struck by lightning?