Yeah... I put a magnetron on a band-saw and then took a picture for you guys...

In the center there 'was' a spiral of wire (like a spring) made out of some metal, ideally they would have used beryllium but it might not have been for economic reasons.

The high negative voltage from the x-former is fed to that spiral and due to the axial magnetic field generated by the two big ceramic ring-magnets which are not pictured, electrons leaving the beryllium spiral spiral off into the cavities formed by the copper fins you can see in the pic. In there they resonate at a magnetic frequency and release a photon before being absorbed by the copper. The photon then blasts back out the end, through the wave-guide and into your hot-pocket.

:P