A method of manufacturing a transformer that includes forming a disc-wound coil using a plurality of pre-formed cooling ducts. Each cooling duct may be supported by a support pipe secured between walls of the cooling duct, or by a removable insert. First and second conductor layers are formed, each of which include plurality of disc windings arranged in an axial direction of the disc-wound coil. A spacer layer is formed between the first and second conductor layers to form a plurality of axially-extending passages. The cooling ducts are slid into the axially-extending passages so as to be disposed between the first and second conductor layers.