It may provide useful clues to know what kind of circuit it is operating in now.
What kind of gadget is it? Do you have the circuit diagram?
Can you trace out at least the immediate circuit around the input/primary side of the transformer and the output/secondary side?
Note that after you determine the primary and secondary impedance of the transformer, then you need something to measure the frequency response with. There are several software products available (some commercial and some free) which use the sound card in your computer to perform a frequency-response test and generate a plot.
No, you cannot effectively perform any of these tests "in-circuit". You must remove the transformer to test it.
Also note carefully that it makes a huge difference whether this is a traditional steel-laminated core transformer (suitable for mains and audio frequencies) or whether it is a ferrite-core transformer (suitable for super-sonic and RF frequencies). If it is a ferrite-core transformer, your LCR meter may yield incorrect results.