Use the continuity-testing feature of your multimeter to check the continuity of the headlight/bulb/wire assembly and begin narrowing down where the connection problem lies. Also, don't run the taillight by itself or you'll nuke the taillight bulb and have to shop for one.
If the entire headlight/bulb/wire assembly has continuity, next check for continuity between the headlight bracket and the generator bracket. If they're not connected, you may need a dedicated ground wire between them, or at least between the frame and fork. I assume your generator's ground screw is present and is penetrating the frame's paint to the metal.
"A child of five would understand this. Send someone to fetch a child of five." -
Groucho Marx 