Low voltage oscillator for joule thief
The winding with three leads is most likely a low voltage AC with a center tap, such as 12VAC with each side giving 6VAC.  You can use them to build the Joule Thief circuit already shown, but remember that the other winding with two leads is most likely a 120VAC or 240VAC winding, and can give you a shock once you get the circuit running.  Use only a 1.5V battery but no more for a single LED.