The converter transformer is the key equipment of the UHV DC transmission system, assuming the function of AC/DC conversion. The electromagnetic environment and structural deformation of the converter transformer windings mutually interact under high current condition, leading to frequent winding structural deformations and potential loosening faults. Current vibration numerical models and characteristic studies fail to fully capture the coupling effects, leaving the multi-frequency harmonic vibrations in the transformer tank response unexplained. Therefore, this paper integrates electromagnetic-vibration theory with structural mechanics to establish a nonlinear coupled vibration model for the transformer winding. The model is used to calculate the multifrequency harmonic components present in the steady-state vibration response. Detailed structural vibration simulations of the winding were then performed, analyzing the time-frequency distribution characteristics of the electromagnetic-vibration interaction. Based on a +/- 800 kV full-scale converter transformer load test platform, a multi-channel vibration measurement system was utilized to measure the coupling vibration response of the transformer enclosure under various current conditions. The results from both simulations and experiments were compared, validating the accuracy of the theoretical model. The relationship between the winding vibration harmonic amplitudes and the current was identified, with significant harmonics observed at 100 Hz, 150 Hz, 200 Hz, and 250 Hz. These findings advance the electromagnetic-structural coupling vibration theory and have potential applications in diagnosing mechanical faults like winding loosening.