It is “TERTIARY WINDING” and not “TERTIALY WINDING”. A majority of big power transformers, particularly, ICTs (inter-connecting Auto transformers) which are STAR-STAR connected, do have a Tertiary winding connected in Delta, to provide a path for the circulation of Zero Sequence Currents.
Alternately, in some transformers, tertiary winding can also be used to supply a minor load at a different voltage than the main secondary winding.
In yet other cases, thro the tertiary winding, a shunt reactor may also be connected for earthing or other purposes.