I think you need to re-evaluate what you are trying to do.
If you want to connect your three-phase generator to a single-phase load, there is no way you can do this without causing un-balanced loading of the generator. Three-phase generators really don't like unbalanced loads and you will likely cause damage to the generator.
Similarly, there is no arrangement of transformers that will allow you to direct all the output of a three-phase generator into one single phase load. You would be able to connect a bank of three separate single-phase loads using a delta-wye transformer bank, but not a single 240 VAC load.
What you want is closer to a rectifier-inverter, which accepts three phase, 415 VAC at the input, and produces single-phase 240 VAC at the output. This will accept all the power from the generator and use it to power a single 240 VAC load.
An easy way to get such an inverter-rectifier would be to buy an uninterruptible power supply (UPS) with 3-phase 415V input and 240 VAC output. This is expensive, but the only sane way of doing what you are asking.
At all times, ensure you follow the relevant electrical regulations and laws in your country.
Edit: Or, if you only want to power 240V light bulbs, presumably because you want to put some kind of load on your test generator - take pairs of light bulbs and connect them between phases. Then each bulb will see 208V (half of 415V.)
I would recommend using sets of six lightbulbs, i.e. pairs across each phase, so you present a balanced load to the generator.